+2,189.3%
TRGP vs NYT
+686.3%
+1,503.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.6% | -0.7% | +0.2% | -0.3% |
| 30D | +10.0% | +4.5% | +5.5% | +8.3% |
| 3M | +7.6% | -8.5% | +16.1% | +9.8% |
| 6M | +26.8% | -15.1% | +41.8% | +31.8% |
| YTD | +60.6% | -3.3% | +63.8% | +58.9% |
| 1Y | +82.5% | +17.0% | +65.5% | +68.5% |
| 3Y | +265.0% | +55.7% | +209.4% | +195.3% |
| 5Y | +645.9% | +38.9% | +607.0% | +510.7% |
| 10Y | +850.7% | +485.3% | +365.3% | +396.9% |
| All | +2,189.3% | +686.3% | +1,503.0% | +925.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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