-32.5%
CG vs TRGP
+84.8%
-117.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -9.8% | -0.6% | -9.2% | -9.8% |
| 30D | -10.3% | +10.0% | -20.3% | -10.3% |
| 3M | -1.7% | +7.6% | -9.3% | -1.7% |
| 6M | -9.8% | +26.8% | -36.6% | -11.9% |
| YTD | -25.6% | +60.6% | -86.1% | -30.9% |
| 1Y | -32.5% | +82.5% | -115.0% | -39.1% |
| All | -32.5% | +84.8% | -117.3% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling