+2,207.9%
TRGP vs SPXS
-100.0%
+2,307.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +2.1% |
| 7D | -0.6% | -1.5% | +0.9% | -1.2% |
| 30D | +14.6% | +3.7% | +10.9% | +16.2% |
| 3M | +11.9% | -9.6% | +21.5% | +7.3% |
| 6M | +25.3% | -32.4% | +57.7% | +6.6% |
| YTD | +61.9% | -28.7% | +90.5% | +41.5% |
| 1Y | +87.3% | -38.1% | +125.4% | +55.1% |
| 3Y | +268.0% | -80.1% | +348.1% | +109.9% |
| 5Y | +638.2% | -85.9% | +724.1% | +335.9% |
| 10Y | +821.9% | -99.5% | +921.5% | +124.3% |
| All | +2,207.9% | -100.0% | +2,307.9% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling