+636.6%
TRGP vs SPY
+81.0%
+555.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | +9.5% | -1.4% | +10.8% | +10.6% |
| 3M | +10.8% | +3.7% | +7.1% | +6.7% |
| 6M | +25.3% | +13.0% | +12.3% | +11.1% |
| YTD | +60.3% | +12.4% | +47.9% | +42.6% |
| 1Y | +84.6% | +18.5% | +66.0% | +55.7% |
| 3Y | +264.4% | +77.6% | +186.7% | +110.0% |
| 5Y | +636.6% | +81.7% | +554.9% | +312.7% |
| All | +636.6% | +81.0% | +555.6% | +312.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling