+1,506.5%
NDAQ vs TRGP
+2,231.3%
-724.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +2.5% | +11.5% | -9.1% | +0.9% |
| 3M | +9.9% | +9.0% | +0.9% | +8.4% |
| 6M | +9.4% | +20.5% | -11.1% | +6.3% |
| YTD | +0.4% | +59.5% | -59.1% | -6.2% |
| 1Y | +4.0% | +77.9% | -73.9% | -4.4% |
| 3Y | +94.4% | +253.6% | -159.2% | +62.9% |
| 5Y | +56.7% | +615.5% | -558.7% | +19.7% |
| 10Y | +375.3% | +897.1% | -521.8% | +222.4% |
| All | +1,506.5% | +2,231.3% | -724.8% | +496.9% |
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 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