+323.4%
TNA vs TRGP
+2,242.0%
-1,918.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.4% |
| 7D | -3.6% | -0.7% | -2.9% | -3.1% |
| 30D | -10.1% | +9.5% | -19.5% | -16.4% |
| 3M | +2.7% | +10.8% | -8.1% | -7.1% |
| 6M | +38.4% | +25.3% | +13.1% | +13.0% |
| YTD | +45.4% | +60.3% | -14.8% | -1.2% |
| 1Y | +55.9% | +84.6% | -28.6% | -5.1% |
| 3Y | +109.8% | +264.4% | -154.5% | -19.1% |
| 5Y | -22.5% | +636.6% | -659.1% | -80.1% |
| 10Y | +87.5% | +848.9% | -761.4% | -64.5% |
| All | +323.4% | +2,242.0% | -1,918.5% | -81.9% |
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