+362.4%
CFG vs TRGP
+267.7%
+94.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.5% | +0.8% | +0.8% | +1.2% |
| 30D | -3.8% | +11.5% | -15.3% | -7.7% |
| 3M | +11.5% | +9.0% | +2.5% | +7.5% |
| 6M | +19.2% | +20.5% | -1.3% | +10.5% |
| YTD | +23.7% | +59.5% | -35.8% | +3.8% |
| 1Y | +38.8% | +77.9% | -39.1% | +11.7% |
| 3Y | +178.9% | +253.6% | -74.7% | +76.2% |
| 5Y | +101.8% | +615.5% | -513.7% | -0.6% |
| 10Y | +317.3% | +897.1% | -579.8% | +50.7% |
| All | +362.4% | +267.7% | +94.7% | +81.5% |
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