+150.9%
CI vs TRGP
+826.3%
-675.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.3% |
| 7D | -1.3% | +2.4% | -3.7% | -1.8% |
| 30D | +6.4% | +0.8% | +5.6% | +6.0% |
| 3M | +10.7% | +10.4% | +0.3% | +8.2% |
| 6M | +5.5% | +16.3% | -10.8% | +1.8% |
| YTD | +11.4% | +61.1% | -49.7% | +0.6% |
| 1Y | +15.0% | +71.6% | -56.6% | +2.5% |
| 3Y | +9.0% | +267.5% | -258.5% | -19.2% |
| 5Y | +52.0% | +488.1% | -436.2% | +0.3% |
| 10Y | +150.9% | +803.8% | -652.8% | +39.1% |
| All | +150.9% | +826.3% | -675.4% | +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 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