+1,167.8%
CAT vs TRGP
+836.3%
+331.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.7% |
| 7D | +5.6% | -0.6% | +6.2% | +5.7% |
| 30D | -2.3% | +14.6% | -16.9% | -6.0% |
| 3M | -10.0% | +11.9% | -21.9% | -13.1% |
| 6M | +21.2% | +25.3% | -4.0% | +13.3% |
| YTD | +44.4% | +61.9% | -17.4% | +25.9% |
| 1Y | +96.3% | +87.3% | +9.0% | +63.7% |
| 3Y | +203.9% | +268.0% | -64.1% | +109.6% |
| 5Y | +333.5% | +638.2% | -304.7% | +150.6% |
| All | +1,167.8% | +836.3% | +331.5% | +546.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling