-27.5%
ON vs TRGP
+261.7%
-289.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -11.0% | +9.5% | -20.5% | -13.7% |
| 3M | -39.3% | +10.8% | -50.1% | -41.9% |
| 6M | +19.8% | +25.3% | -5.5% | +9.0% |
| YTD | +31.1% | +60.3% | -29.2% | +8.0% |
| 1Y | +46.0% | +84.6% | -38.6% | +12.8% |
| All | -27.5% | +261.7% | -289.2% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling