+720.6%
TRGP vs NTR
+98.7%
+622.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.8% |
| 7D | -0.6% | -2.5% | +1.9% | +1.0% |
| 30D | +10.0% | +17.0% | -7.1% | -0.8% |
| 3M | +7.6% | +22.2% | -14.6% | -6.1% |
| 6M | +26.8% | +5.2% | +21.6% | +20.2% |
| YTD | +60.6% | +29.7% | +30.9% | +31.1% |
| 1Y | +82.5% | +39.4% | +43.1% | +40.4% |
| 3Y | +265.0% | +38.2% | +226.8% | +166.9% |
| 5Y | +645.9% | +47.6% | +598.3% | +322.1% |
| All | +720.6% | +98.7% | +622.0% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling