+56.9%
ON vs TRGP
+639.4%
-582.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -11.0% | +9.5% | -20.5% | -14.9% |
| 3M | -39.3% | +10.8% | -50.1% | -42.9% |
| 6M | +19.8% | +25.3% | -5.5% | +5.5% |
| YTD | +31.1% | +60.3% | -29.2% | +1.8% |
| 1Y | +46.0% | +84.6% | -38.6% | +4.6% |
| 3Y | -27.5% | +264.4% | -291.9% | -65.7% |
| 5Y | +56.9% | +636.6% | -579.7% | -50.0% |
| All | +56.9% | +639.4% | -582.5% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling