+943.3%
NI vs TRGP
+2,265.4%
-1,322.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | -1.7% | +14.6% | -16.2% | -3.4% |
| 3M | -8.0% | +11.9% | -19.9% | -9.4% |
| 6M | -8.6% | +25.3% | -33.9% | -11.3% |
| YTD | +2.3% | +61.9% | -59.5% | -3.8% |
| 1Y | +6.9% | +87.3% | -80.3% | -1.4% |
| 3Y | +70.6% | +268.0% | -197.4% | +44.4% |
| 5Y | +96.4% | +638.2% | -541.8% | +52.8% |
| 10Y | +136.1% | +821.9% | -685.8% | +66.0% |
| All | +943.3% | +2,265.4% | -1,322.1% | +428.0% |
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