+67.5%
NDAQ vs TRGP
+500.4%
-432.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.3% |
| 7D | +1.7% | +9.0% | -7.3% | -0.2% |
| 30D | +16.2% | +1.5% | +14.7% | +15.5% |
| 3M | +14.0% | +10.7% | +3.2% | +10.8% |
| 6M | +22.3% | +17.1% | +5.1% | +16.7% |
| YTD | +13.0% | +63.6% | -50.6% | -1.7% |
| 1Y | +24.0% | +77.0% | -53.0% | +5.5% |
| 3Y | +117.1% | +273.2% | -156.1% | +49.6% |
| 5Y | +67.5% | +508.6% | -441.1% | -2.9% |
| All | +67.5% | +500.4% | -432.9% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling