+219.7%
CFG vs TRGP
+762.8%
-543.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.6% |
| 7D | +0.7% | -5.8% | +6.5% | +3.1% |
| 30D | +2.8% | -1.5% | +4.3% | +2.9% |
| 3M | -10.1% | +6.1% | -16.2% | -13.1% |
| 6M | +3.2% | +14.4% | -11.2% | -4.3% |
| YTD | +14.2% | +55.3% | -41.2% | -7.9% |
| 1Y | +27.4% | +69.1% | -41.7% | -1.1% |
| 3Y | +187.6% | +254.3% | -66.7% | +59.6% |
| 5Y | +65.7% | +471.4% | -405.7% | -26.9% |
| 10Y | +219.7% | +773.0% | -553.3% | -10.3% |
| All | +219.7% | +762.8% | -543.1% | -10.3% |
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