-23.0%
TNA vs TRGP
+628.1%
-651.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.6% |
| 7D | -7.3% | +0.1% | -7.3% | -7.4% |
| 30D | -14.2% | +8.0% | -22.2% | -21.7% |
| 3M | -4.6% | +8.3% | -12.8% | -15.3% |
| 6M | +36.9% | +23.9% | +13.0% | +1.9% |
| YTD | +42.5% | +59.6% | -17.1% | -21.2% |
| 1Y | +45.8% | +79.4% | -33.7% | -30.9% |
| 3Y | +104.7% | +269.4% | -164.8% | -60.8% |
| All | -23.0% | +628.1% | -651.1% | -93.4% |
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