+277.2%
CG vs TRGP
+1,017.5%
-740.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.8% |
| 7D | -1.5% | +9.0% | -10.5% | -4.2% |
| 30D | +5.7% | +1.5% | +4.2% | +4.7% |
| 3M | -17.9% | +10.7% | -28.6% | -21.1% |
| 6M | -20.2% | +17.1% | -37.3% | -25.2% |
| YTD | -32.0% | +63.6% | -95.6% | -43.0% |
| 1Y | -27.0% | +77.0% | -104.0% | -40.4% |
| 3Y | +42.8% | +273.2% | -230.4% | -7.0% |
| 5Y | -23.4% | +508.6% | -532.0% | -57.0% |
| 10Y | +278.2% | +817.8% | -539.6% | +51.2% |
| All | +277.2% | +1,017.5% | -740.3% | +28.1% |
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 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