+634.6%
CF vs TRGP
+2,291.1%
-1,656.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.8% |
| 7D | +5.4% | +9.0% | -3.7% | +2.2% |
| 30D | +6.5% | +1.5% | +5.0% | +5.6% |
| 3M | +4.6% | +10.7% | -6.1% | +0.5% |
| 6M | -3.3% | +17.1% | -20.4% | -9.0% |
| YTD | +63.9% | +63.6% | +0.3% | +37.5% |
| 1Y | +50.4% | +77.0% | -26.5% | +22.8% |
| 3Y | +68.2% | +273.2% | -204.9% | +3.1% |
| 5Y | +113.8% | +508.6% | -394.8% | +10.2% |
| 10Y | +479.3% | +817.8% | -338.5% | +113.3% |
| All | +634.6% | +2,291.1% | -1,656.4% | +47.7% |
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