+143.9%
CAT vs TRGP
+218.9%
-75.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.6% |
| 7D | -10.3% | -16.0% | +5.7% | -6.1% |
| 30D | -31.2% | -6.4% | -24.7% | -30.1% |
| 3M | -34.7% | -1.0% | -33.7% | -34.8% |
| 6M | -39.5% | +7.0% | -46.5% | -41.3% |
| YTD | -1.7% | +46.1% | -47.8% | -14.1% |
| 1Y | -1.1% | +58.7% | -59.8% | -16.1% |
| 3Y | +143.9% | +221.9% | -78.0% | +51.2% |
| All | +143.9% | +218.9% | -75.1% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling