+268.0%
TRGP vs SPY
+78.7%
+189.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -0.6% | +0.5% | -1.1% | -1.0% |
| 30D | +14.6% | -0.9% | +15.5% | +15.2% |
| 3M | +11.9% | +3.9% | +8.1% | +8.3% |
| 6M | +25.3% | +14.5% | +10.8% | +11.4% |
| YTD | +61.9% | +12.9% | +48.9% | +45.5% |
| 1Y | +87.3% | +19.4% | +67.9% | +59.5% |
| 3Y | +268.0% | +78.5% | +189.5% | +131.0% |
| All | +268.0% | +78.7% | +189.3% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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