+2,176.2%
TRGP vs NTRS
+433.0%
+1,743.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.8% |
| 30D | +8.0% | -0.7% | +8.7% | +8.3% |
| 3M | +8.3% | +11.3% | -3.1% | +0.5% |
| 6M | +23.9% | +35.5% | -11.6% | +0.3% |
| YTD | +59.6% | +40.6% | +19.0% | +25.0% |
| 1Y | +79.4% | +49.2% | +30.2% | +34.6% |
| 3Y | +269.4% | +167.2% | +102.2% | +79.7% |
| 5Y | +641.6% | +94.9% | +546.7% | +324.0% |
| 10Y | +845.2% | +259.5% | +585.8% | +263.1% |
| All | +2,176.2% | +433.0% | +1,743.3% | +588.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling