+3.4%
NI vs TRGP
+82.5%
-79.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -1.4% | +8.0% | -9.4% | -2.5% |
| 3M | -10.6% | +8.3% | -18.8% | -11.6% |
| 6M | -9.3% | +23.9% | -33.2% | -12.3% |
| YTD | +1.1% | +59.6% | -58.5% | -5.7% |
| 1Y | +3.4% | +79.4% | -76.1% | -5.2% |
| All | +3.4% | +82.5% | -79.1% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling