+681.7%
ON vs TRGP
+2,299.4%
-1,617.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.7% |
| 7D | +12.2% | +12.4% | -0.1% | +7.7% |
| 30D | -3.1% | +2.6% | -5.8% | -4.1% |
| 3M | -12.9% | +11.9% | -24.7% | -16.7% |
| 6M | -38.6% | +13.9% | -52.5% | -42.1% |
| YTD | +31.2% | +64.2% | -33.0% | +7.7% |
| 1Y | +47.6% | +78.5% | -30.9% | +17.3% |
| 3Y | +6.6% | +272.9% | -266.3% | -36.4% |
| 5Y | +21.3% | +510.7% | -489.5% | -39.8% |
| 10Y | +533.3% | +821.0% | -287.6% | +103.6% |
| All | +681.7% | +2,299.4% | -1,617.7% | +26.5% |
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