+269.4%
TRGP vs NTRS
+168.2%
+101.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +8.0% | -0.7% | +8.7% | +8.2% |
| 3M | +8.3% | +11.3% | -3.1% | +4.1% |
| 6M | +23.9% | +35.5% | -11.6% | +10.2% |
| YTD | +59.6% | +40.6% | +19.0% | +39.0% |
| 1Y | +79.4% | +49.2% | +30.2% | +52.1% |
| 3Y | +269.4% | +167.2% | +102.2% | +140.8% |
| All | +269.4% | +168.2% | +101.3% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling