+101.5%
CFG vs TRGP
+631.5%
-529.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -3.7% | +14.6% | -18.3% | -9.4% |
| 3M | +9.5% | +11.9% | -2.5% | +3.4% |
| 6M | +22.2% | +25.3% | -3.0% | +8.9% |
| YTD | +22.3% | +61.9% | -39.5% | -3.8% |
| 1Y | +39.4% | +87.3% | -47.8% | +1.6% |
| 3Y | +188.5% | +268.0% | -79.5% | +50.7% |
| 5Y | +101.5% | +638.2% | -536.7% | -34.2% |
| All | +101.5% | +631.5% | -529.9% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling