+711.5%
NRG vs TRGP
+2,232.9%
-1,521.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | -6.0% | +8.0% | -14.0% | -8.4% |
| 3M | -8.0% | +8.3% | -16.2% | -10.6% |
| 6M | -23.2% | +23.9% | -47.1% | -28.8% |
| YTD | -28.1% | +59.6% | -87.7% | -38.4% |
| 1Y | -27.3% | +79.4% | -106.7% | -40.3% |
| 3Y | +208.7% | +269.4% | -60.8% | +107.4% |
| 5Y | +197.7% | +641.6% | -444.0% | +61.9% |
| 10Y | +1,103.3% | +845.2% | +258.1% | +387.1% |
| All | +711.5% | +2,232.9% | -1,521.4% | +111.0% |
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