+568.0%
CF vs TRGP
+757.5%
-189.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.7% |
| 7D | -3.2% | -16.0% | +12.8% | +3.1% |
| 30D | +4.3% | -6.4% | +10.8% | +6.6% |
| 3M | +2.8% | -1.0% | +3.8% | +2.7% |
| 6M | +0.6% | +7.0% | -6.4% | -2.4% |
| YTD | +56.6% | +46.1% | +10.5% | +35.5% |
| 1Y | +49.6% | +58.7% | -9.1% | +25.4% |
| 3Y | +61.5% | +221.9% | -160.4% | +0.7% |
| 5Y | +124.0% | +419.9% | -295.9% | +16.1% |
| All | +568.0% | +757.5% | -189.5% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling