+1,707.7%
NDAQ vs TRGP
+2,291.1%
-583.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.1% |
| 7D | +1.7% | +9.0% | -7.3% | +0.6% |
| 30D | +16.2% | +1.5% | +14.7% | +15.8% |
| 3M | +14.0% | +10.7% | +3.2% | +12.2% |
| 6M | +22.3% | +17.1% | +5.1% | +19.1% |
| YTD | +13.0% | +63.6% | -50.6% | +5.0% |
| 1Y | +24.0% | +77.0% | -53.0% | +14.0% |
| 3Y | +117.1% | +273.2% | -156.1% | +80.4% |
| 5Y | +67.5% | +508.6% | -441.1% | +30.2% |
| 10Y | +474.3% | +817.8% | -343.5% | +294.2% |
| All | +1,707.7% | +2,291.1% | -583.4% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling