+1,157.1%
CAT vs TRGP
+827.0%
+330.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | -2.6% | +9.5% | -12.1% | -5.1% |
| 3M | -10.7% | +10.8% | -21.5% | -13.5% |
| 6M | +16.1% | +25.3% | -9.2% | +8.5% |
| YTD | +43.2% | +60.3% | -17.0% | +25.2% |
| 1Y | +96.8% | +84.6% | +12.3% | +64.8% |
| 3Y | +201.4% | +264.4% | -63.0% | +108.4% |
| 5Y | +332.7% | +636.6% | -303.9% | +150.3% |
| 10Y | +1,157.1% | +848.9% | +308.2% | +542.6% |
| All | +1,157.1% | +827.0% | +330.1% | +542.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling