+850.1%
TRGP vs SPYG
+424.6%
+425.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.8% |
| 30D | +8.0% | -1.5% | +9.5% | +9.2% |
| 3M | +8.3% | +3.7% | +4.5% | +3.5% |
| 6M | +23.9% | +16.4% | +7.5% | +5.0% |
| YTD | +59.6% | +13.3% | +46.3% | +38.2% |
| 1Y | +79.4% | +17.9% | +61.6% | +48.5% |
| 3Y | +269.4% | +98.3% | +171.1% | +76.5% |
| 5Y | +641.6% | +86.4% | +555.2% | +266.5% |
| All | +850.1% | +424.6% | +425.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling