+615.0%
TRGP vs RNG
+327.7%
+287.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.7% |
| 7D | +0.8% | +5.8% | -5.0% | +0.1% |
| 30D | +11.5% | +19.6% | -8.1% | +9.0% |
| 3M | +9.0% | +67.0% | -58.0% | +1.2% |
| 6M | +20.5% | +88.4% | -67.9% | +9.2% |
| YTD | +59.5% | +155.5% | -96.0% | +37.1% |
| 1Y | +77.9% | +141.7% | -63.8% | +53.5% |
| 3Y | +253.6% | +131.1% | +122.5% | +196.9% |
| 5Y | +615.5% | -70.6% | +686.1% | +658.2% |
| 10Y | +897.1% | +228.2% | +668.9% | +457.9% |
| All | +615.0% | +327.7% | +287.3% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling