+193.5%
NRG vs TRGP
+628.1%
-434.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | -6.0% | +8.0% | -14.0% | -9.8% |
| 3M | -8.0% | +8.3% | -16.2% | -12.1% |
| 6M | -23.2% | +23.9% | -47.1% | -32.0% |
| YTD | -28.1% | +59.6% | -87.7% | -44.3% |
| 1Y | -27.3% | +79.4% | -106.7% | -47.6% |
| 3Y | +208.7% | +269.4% | -60.8% | +70.7% |
| All | +193.5% | +628.1% | -434.6% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling