+620.9%
TRGP vs SPXS
-86.0%
+706.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.2% |
| 7D | +0.1% | +2.5% | -2.4% | +0.8% |
| 30D | +8.0% | +4.2% | +3.8% | +9.2% |
| 3M | +8.3% | -9.3% | +17.6% | +5.3% |
| 6M | +23.9% | -30.7% | +54.6% | +11.7% |
| YTD | +59.6% | -28.1% | +87.7% | +46.0% |
| 1Y | +79.4% | -35.1% | +114.5% | +59.7% |
| 3Y | +269.4% | -79.6% | +349.0% | +151.0% |
| All | +620.9% | -86.0% | +706.9% | +397.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling