+718.3%
ON vs TRGP
+2,231.3%
-1,513.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +2.4% | +0.8% | +1.7% | +2.1% |
| 30D | -3.3% | +11.5% | -14.8% | -7.4% |
| 3M | -43.6% | +9.0% | -52.6% | -45.8% |
| 6M | +19.0% | +20.5% | -1.5% | +9.6% |
| YTD | +37.4% | +59.5% | -22.2% | +14.1% |
| 1Y | +54.8% | +77.9% | -23.1% | +22.8% |
| 3Y | -25.2% | +253.6% | -278.7% | -54.5% |
| 5Y | +62.7% | +615.5% | -552.8% | -23.4% |
| 10Y | +574.3% | +897.1% | -322.8% | +113.0% |
| All | +718.3% | +2,231.3% | -1,513.0% | +34.0% |
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 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