+574.3%
CF vs TRGP
+843.4%
-269.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | +18.1% | +14.6% | +3.5% | +12.2% |
| 3M | +23.4% | +11.9% | +11.4% | +18.2% |
| 6M | +17.1% | +25.3% | -8.2% | +7.7% |
| YTD | +76.2% | +61.9% | +14.4% | +47.4% |
| 1Y | +62.3% | +87.3% | -25.0% | +28.0% |
| 3Y | +71.8% | +268.0% | -196.2% | +2.2% |
| 5Y | +234.6% | +638.2% | -403.7% | +53.9% |
| 10Y | +574.3% | +821.9% | -247.7% | +130.0% |
| All | +574.3% | +843.4% | -269.1% | +130.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling