+674.0%
CAT vs TRGP
+762.8%
-88.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.1% |
| 7D | -6.3% | -5.8% | -0.5% | -4.8% |
| 30D | -26.8% | -1.5% | -25.3% | -26.6% |
| 3M | -30.0% | +6.1% | -36.1% | -31.4% |
| 6M | -34.6% | +14.4% | -49.0% | -37.4% |
| YTD | +2.9% | +55.3% | -52.4% | -9.4% |
| 1Y | +3.3% | +69.1% | -65.8% | -11.3% |
| 3Y | +153.7% | +254.3% | -100.6% | +76.9% |
| 5Y | +207.3% | +471.4% | -264.1% | +88.9% |
| 10Y | +674.0% | +773.0% | -99.0% | +321.6% |
| All | +674.0% | +762.8% | -88.8% | +321.6% |
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 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