+498.0%
NVO vs TRGP
+2,246.2%
-1,748.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.4% | -0.6% | -6.8% | -7.3% |
| 30D | -5.5% | +10.0% | -15.5% | -6.3% |
| 3M | +4.1% | +7.6% | -3.5% | +3.3% |
| 6M | +19.3% | +26.8% | -7.5% | +16.6% |
| YTD | -9.2% | +60.6% | -69.7% | -13.2% |
| 1Y | -15.0% | +82.5% | -97.5% | -19.8% |
| 3Y | -50.9% | +265.0% | -315.9% | -56.6% |
| 5Y | -0.9% | +645.9% | -646.7% | -18.1% |
| 10Y | +152.4% | +850.6% | -698.2% | +93.4% |
| All | +498.0% | +2,246.2% | -1,748.2% | +171.7% |
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