-34.7%
CAT vs TRGP
-1.0%
-33.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | -10.3% | -16.0% | +5.7% | -9.6% |
| 30D | -31.2% | -6.4% | -24.7% | -30.3% |
| 3M | -34.7% | -1.0% | -33.7% | -33.4% |
| All | -34.7% | -1.0% | -33.6% | -33.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling