+55.8%
CAG vs TRGP
+2,242.0%
-2,186.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -6.6% | -0.7% | -5.9% | -6.6% |
| 30D | +2.3% | +9.5% | -7.2% | +1.8% |
| 3M | +16.3% | +10.8% | +5.5% | +15.5% |
| 6M | -16.0% | +25.3% | -41.4% | -17.2% |
| YTD | -7.7% | +60.3% | -68.0% | -10.3% |
| 1Y | -16.0% | +84.6% | -100.6% | -19.1% |
| 3Y | -37.7% | +264.4% | -302.1% | -42.7% |
| 5Y | -41.2% | +636.6% | -677.8% | -48.4% |
| 10Y | -33.8% | +848.9% | -882.7% | -44.3% |
| All | +55.8% | +2,242.0% | -2,186.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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