+70.9%
NOK vs TRGP
+2,265.4%
-2,194.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.9% |
| 7D | +7.3% | -0.6% | +7.8% | +7.4% |
| 30D | +13.8% | +14.6% | -0.8% | +10.6% |
| 3M | -27.0% | +11.9% | -38.9% | -28.9% |
| 6M | +37.6% | +25.3% | +12.3% | +31.0% |
| YTD | +64.6% | +61.9% | +2.7% | +48.8% |
| 1Y | +132.0% | +87.3% | +44.7% | +102.9% |
| 3Y | +183.7% | +268.0% | -84.3% | +113.0% |
| 5Y | +101.3% | +638.2% | -536.9% | +30.8% |
| 10Y | +122.4% | +821.9% | -699.5% | +18.3% |
| All | +70.9% | +2,265.4% | -2,194.5% | -51.2% |
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 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