+91.1%
NDAQ vs TRGP
+261.7%
-170.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -1.5% | +9.5% | -10.9% | -3.2% |
| 3M | +8.0% | +10.8% | -2.8% | +5.5% |
| 6M | +7.7% | +25.3% | -17.6% | +1.9% |
| YTD | -2.3% | +60.3% | -62.6% | -13.4% |
| 1Y | +0.6% | +84.6% | -84.0% | -14.6% |
| All | +91.1% | +261.7% | -170.6% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling