+2,207.9%
TRGP vs SPYG
+945.3%
+1,262.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.8% |
| 30D | +14.6% | -1.6% | +16.1% | +16.0% |
| 3M | +11.9% | +3.4% | +8.6% | +6.8% |
| 6M | +25.3% | +18.9% | +6.4% | +2.5% |
| YTD | +61.9% | +13.8% | +48.1% | +37.9% |
| 1Y | +87.3% | +20.6% | +66.7% | +49.1% |
| 3Y | +268.0% | +100.5% | +167.5% | +65.3% |
| 5Y | +638.2% | +84.6% | +553.6% | +249.9% |
| 10Y | +821.9% | +410.8% | +411.1% | +35.1% |
| All | +2,207.9% | +945.3% | +1,262.6% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling