+725.3%
SPYM vs TRGP
+2,265.4%
-1,540.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -0.9% | +14.6% | -15.5% | -3.2% |
| 3M | +3.9% | +11.9% | -8.0% | +1.7% |
| 6M | +14.5% | +25.3% | -10.7% | +9.8% |
| YTD | +13.0% | +61.9% | -48.9% | +3.6% |
| 1Y | +19.4% | +87.3% | -67.8% | +6.6% |
| 3Y | +78.9% | +268.0% | -189.1% | +41.8% |
| 5Y | +82.3% | +638.2% | -555.9% | +28.4% |
| 10Y | +314.7% | +821.9% | -507.2% | +152.6% |
| All | +725.3% | +2,265.4% | -1,540.0% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling