+189.4%
NEM vs TRGP
+2,231.3%
-2,041.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +23.1% | +11.5% | +11.6% | +21.5% |
| 3M | +18.5% | +9.0% | +9.5% | +17.0% |
| 6M | +7.8% | +20.5% | -12.7% | +5.0% |
| YTD | +29.1% | +59.5% | -30.4% | +21.8% |
| 1Y | +72.7% | +77.9% | -5.2% | +60.7% |
| 3Y | +248.7% | +253.6% | -4.8% | +199.8% |
| 5Y | +148.7% | +615.5% | -466.8% | +97.9% |
| 10Y | +304.8% | +897.1% | -592.3% | +188.8% |
| All | +189.4% | +2,231.3% | -2,041.9% | +82.0% |
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