+363.0%
NDAQ vs TRGP
+863.3%
-500.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -4.4% | +8.0% | -12.4% | -5.3% |
| 3M | +5.9% | +8.3% | -2.4% | +4.6% |
| 6M | +7.7% | +23.9% | -16.2% | +4.5% |
| YTD | -5.2% | +59.6% | -64.8% | -11.1% |
| 1Y | -3.4% | +79.4% | -82.8% | -11.0% |
| 3Y | +85.6% | +269.4% | -183.8% | +56.5% |
| 5Y | +49.5% | +641.6% | -592.2% | +16.5% |
| All | +363.0% | +863.3% | -500.2% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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