+141.0%
CI vs TRGP
+827.0%
-686.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +0.5% | +9.5% | -9.0% | -1.4% |
| 3M | -5.2% | +10.8% | -16.0% | -7.3% |
| 6M | +4.3% | +25.3% | -21.0% | -0.7% |
| YTD | +2.8% | +60.3% | -57.5% | -6.8% |
| 1Y | -5.8% | +84.6% | -90.4% | -17.2% |
| 3Y | +4.7% | +264.4% | -259.6% | -22.1% |
| 5Y | +42.7% | +636.6% | -593.9% | -10.3% |
| 10Y | +141.0% | +848.9% | -708.0% | +26.5% |
| All | +141.0% | +827.0% | -686.0% | +26.5% |
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 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