+1,217.1%
CAT vs TRGP
+2,231.3%
-1,014.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | -6.6% | +11.5% | -18.1% | -9.4% |
| 3M | -13.3% | +9.0% | -22.3% | -15.7% |
| 6M | +11.6% | +20.5% | -8.9% | +5.5% |
| YTD | +42.9% | +59.5% | -16.6% | +25.4% |
| 1Y | +95.4% | +77.9% | +17.5% | +65.8% |
| 3Y | +196.6% | +253.6% | -57.0% | +108.0% |
| 5Y | +321.7% | +615.5% | -293.8% | +146.5% |
| 10Y | +1,140.8% | +897.1% | +243.7% | +487.6% |
| All | +1,217.1% | +2,231.3% | -1,014.2% | +266.4% |
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