-99.2%
NVD vs TRGP
+267.0%
-366.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.2% |
| 7D | +0.5% | -0.7% | +1.2% | 0.0% |
| 30D | -9.3% | +9.5% | -18.7% | -3.9% |
| 3M | -22.1% | +10.8% | -32.9% | -17.1% |
| 6M | -45.8% | +25.3% | -71.1% | -36.4% |
| YTD | -46.7% | +60.3% | -107.0% | -21.6% |
| 1Y | -59.5% | +84.6% | -144.0% | -32.3% |
| 3Y | -99.2% | +264.4% | -363.5% | -98.0% |
| All | -99.2% | +267.0% | -366.1% | -98.0% |
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