+206.6%
CFG vs TRGP
+819.3%
-612.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.4% |
| 7D | +1.6% | +9.0% | -7.4% | -2.0% |
| 30D | +3.3% | +1.5% | +1.8% | +2.0% |
| 3M | -11.5% | +10.7% | -22.3% | -16.1% |
| 6M | +6.2% | +17.1% | -10.9% | -2.4% |
| YTD | +14.3% | +63.6% | -49.4% | -9.9% |
| 1Y | +26.7% | +77.0% | -50.2% | -3.5% |
| 3Y | +187.8% | +273.2% | -85.4% | +56.2% |
| 5Y | +61.3% | +508.6% | -447.3% | -30.7% |
| All | +206.6% | +819.3% | -612.7% | -15.6% |
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