+645.9%
TRGP vs SPYG
+82.6%
+563.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -0.6% | -1.8% | +1.3% | +0.4% |
| 30D | +10.0% | -1.9% | +11.9% | +11.0% |
| 3M | +7.6% | +5.2% | +2.5% | +3.8% |
| 6M | +26.8% | +15.6% | +11.2% | +14.6% |
| YTD | +60.6% | +12.4% | +48.1% | +47.4% |
| 1Y | +82.5% | +17.5% | +65.0% | +62.0% |
| 3Y | +265.0% | +98.1% | +166.9% | +127.8% |
| 5Y | +645.9% | +84.9% | +561.0% | +374.6% |
| All | +645.9% | +82.6% | +563.3% | +374.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling