+1,704.7%
NDAQ vs TRGP
+2,299.4%
-594.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.3% | +12.4% | -11.1% | -0.3% |
| 30D | +18.0% | +2.6% | +15.3% | +17.4% |
| 3M | +11.5% | +11.9% | -0.3% | +9.6% |
| 6M | +21.1% | +13.9% | +7.2% | +18.4% |
| YTD | +12.8% | +64.2% | -51.4% | +4.8% |
| 1Y | +25.7% | +78.5% | -52.8% | +15.4% |
| 3Y | +116.8% | +272.9% | -156.1% | +80.2% |
| 5Y | +67.3% | +510.7% | -443.5% | +29.9% |
| 10Y | +473.3% | +821.0% | -347.6% | +293.4% |
| All | +1,704.7% | +2,299.4% | -594.7% | +566.8% |
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