+695.3%
CAT vs TRGP
+819.3%
-124.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +9.3% | +9.0% | +0.3% | +6.9% |
| 30D | -21.5% | +1.5% | -23.0% | -21.9% |
| 3M | -29.1% | +10.7% | -39.8% | -31.2% |
| 6M | -33.4% | +17.1% | -50.5% | -36.6% |
| YTD | +6.6% | +63.6% | -57.1% | -7.5% |
| 1Y | +6.5% | +77.0% | -70.4% | -9.6% |
| 3Y | +162.7% | +273.2% | -110.5% | +80.7% |
| 5Y | +214.2% | +508.6% | -294.4% | +90.1% |
| All | +695.3% | +819.3% | -124.0% | +328.1% |
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