+619.6%
CF vs TRGP
+2,170.2%
-1,550.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.6% |
| 7D | +4.8% | -5.8% | +10.5% | +6.8% |
| 30D | +9.7% | -1.5% | +11.2% | +9.9% |
| 3M | +1.2% | +6.1% | -4.9% | -1.3% |
| 6M | +7.4% | +14.4% | -7.0% | +2.0% |
| YTD | +60.5% | +55.3% | +5.2% | +37.2% |
| 1Y | +50.7% | +69.1% | -18.4% | +25.0% |
| 3Y | +64.8% | +254.3% | -189.5% | +2.9% |
| 5Y | +115.8% | +471.4% | -355.6% | +13.6% |
| 10Y | +481.0% | +773.0% | -292.0% | +117.7% |
| All | +619.6% | +2,170.2% | -1,550.6% | +47.4% |
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