+806.1%
CAT vs TRGP
+2,035.2%
-1,229.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -41.0% |
| YTD | -1.7% | +46.1% | -47.8% | -11.9% |
| 1Y | -1.1% | +58.7% | -59.8% | -13.5% |
| 3Y | +143.9% | +221.9% | -78.0% | +75.1% |
| 5Y | +194.8% | +419.9% | -225.1% | +86.1% |
| 10Y | +739.8% | +769.8% | -30.0% | +311.7% |
| All | +806.1% | +2,035.2% | -1,229.1% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling