+333.5%
CAT vs TRGP
+631.5%
-298.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.5% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | -2.3% | +14.6% | -16.9% | -7.7% |
| 3M | -10.0% | +11.9% | -21.9% | -14.6% |
| 6M | +21.2% | +25.3% | -4.0% | +9.4% |
| YTD | +44.4% | +61.9% | -17.4% | +16.9% |
| 1Y | +96.3% | +87.3% | +9.0% | +48.1% |
| 3Y | +203.9% | +268.0% | -64.1% | +60.1% |
| 5Y | +333.5% | +638.2% | -304.7% | +54.6% |
| All | +333.5% | +631.5% | -298.0% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling