+645.9%
TRGP vs RNG
-70.1%
+716.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -0.6% | -9.6% | +9.0% | +0.3% |
| 30D | +10.0% | +8.8% | +1.2% | +9.1% |
| 3M | +7.6% | +78.6% | -71.0% | +1.4% |
| 6M | +26.8% | +70.3% | -43.5% | +19.3% |
| YTD | +60.6% | +140.3% | -79.8% | +44.1% |
| 1Y | +82.5% | +126.6% | -44.1% | +64.4% |
| 3Y | +265.0% | +120.2% | +144.8% | +220.4% |
| 5Y | +645.9% | -68.3% | +714.2% | +593.8% |
| All | +645.9% | -70.1% | +716.0% | +593.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling