+140.2%
NI vs TRGP
+863.3%
-723.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -1.4% | +8.0% | -9.4% | -2.3% |
| 3M | -10.6% | +8.3% | -18.8% | -11.5% |
| 6M | -9.3% | +23.9% | -33.2% | -11.7% |
| YTD | +1.1% | +59.6% | -58.5% | -4.4% |
| 1Y | +3.4% | +79.4% | -76.1% | -3.8% |
| 3Y | +67.9% | +269.4% | -201.6% | +43.9% |
| 5Y | +98.0% | +641.6% | -543.7% | +57.9% |
| All | +140.2% | +863.3% | -723.1% | +77.7% |
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