+302.3%
NEM vs TRGP
+863.3%
-560.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | +8.0% | -0.2% | +6.9% |
| 3M | +30.2% | +8.3% | +22.0% | +28.9% |
| 6M | +9.6% | +23.9% | -14.3% | +6.8% |
| YTD | +27.8% | +59.6% | -31.8% | +21.2% |
| 1Y | +60.7% | +79.4% | -18.7% | +50.5% |
| 3Y | +245.3% | +269.4% | -24.1% | +201.1% |
| 5Y | +155.3% | +641.6% | -486.3% | +110.1% |
| All | +302.3% | +863.3% | -560.9% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling