+9.3%
CAT vs TRGP
+76.5%
-67.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +12.4% | -4.9% | +5.8% |
| 30D | -19.7% | +2.6% | -22.3% | -20.1% |
| 3M | -29.6% | +11.9% | -41.5% | -30.4% |
| 6M | -33.2% | +13.9% | -47.1% | -34.2% |
| YTD | +5.7% | +64.2% | -58.5% | -2.1% |
| 1Y | +9.3% | +78.5% | -69.1% | +1.1% |
| All | +9.3% | +76.5% | -67.2% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling