+61.7%
CF vs TRGP
+80.7%
-19.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +6.0% | +0.8% | +5.2% | +5.6% |
| 30D | +14.8% | +11.5% | +3.3% | +8.6% |
| 3M | +14.1% | +9.0% | +5.1% | +9.2% |
| 6M | +28.5% | +20.5% | +8.0% | +18.2% |
| YTD | +74.9% | +59.5% | +15.4% | +46.2% |
| 1Y | +61.7% | +77.9% | -16.2% | +31.3% |
| All | +61.7% | +80.7% | -19.0% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling