+77.2%
SPYM vs TRGP
+260.3%
-183.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | +8.0% | -9.1% | -2.6% |
| 3M | +3.9% | +8.3% | -4.4% | +2.0% |
| 6M | +13.6% | +23.9% | -10.3% | +7.9% |
| YTD | +12.7% | +59.6% | -46.9% | +0.6% |
| 1Y | +17.6% | +79.4% | -61.8% | +1.4% |
| 3Y | +77.2% | +269.4% | -192.2% | +34.3% |
| All | +77.2% | +260.3% | -183.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling