+572.1%
ON vs TRGP
+868.8%
-296.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.7% | -0.6% | -4.2% | -4.6% |
| 30D | -13.5% | +10.0% | -23.5% | -17.1% |
| 3M | -36.3% | +7.6% | -43.9% | -38.9% |
| 6M | +17.8% | +26.8% | -9.0% | +4.8% |
| YTD | +29.6% | +60.6% | -31.0% | +4.2% |
| 1Y | +45.8% | +82.5% | -36.7% | +10.4% |
| 3Y | -28.3% | +265.0% | -293.4% | -60.4% |
| 5Y | +49.6% | +645.9% | -596.2% | -39.1% |
| All | +572.1% | +868.8% | -296.6% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling