+87.9%
TRGP vs RNG
+179.4%
-91.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -6.5% | -9.6% | +3.1% | -6.7% |
| 30D | -0.4% | -1.4% | +1.0% | -0.4% |
| 3M | +8.8% | +28.8% | -20.0% | +9.8% |
| 6M | +11.0% | +65.6% | -54.6% | +13.1% |
| YTD | +57.4% | +171.4% | -114.0% | +57.3% |
| 1Y | +87.9% | +185.3% | -97.5% | +91.3% |
| All | +87.9% | +179.4% | -91.6% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling