+716.0%
TRGP vs NTR
+97.9%
+618.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.9% |
| 30D | +8.0% | +16.8% | -8.7% | -2.4% |
| 3M | +8.3% | +20.7% | -12.5% | -4.7% |
| 6M | +23.9% | +0.5% | +23.4% | +21.2% |
| YTD | +59.6% | +29.2% | +30.5% | +30.7% |
| 1Y | +79.4% | +39.6% | +39.8% | +37.9% |
| 3Y | +269.4% | +37.9% | +231.6% | +170.5% |
| 5Y | +641.6% | +47.1% | +594.6% | +320.7% |
| All | +716.0% | +97.9% | +618.0% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling