+5.9%
CI vs TRGP
+263.5%
-257.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +1.3% | +0.8% | +0.5% | +1.3% |
| 30D | +4.4% | +11.5% | -7.1% | +4.0% |
| 3M | +0.7% | +9.0% | -8.3% | +0.2% |
| 6M | +0.3% | +20.5% | -20.2% | -0.5% |
| YTD | +3.8% | +59.5% | -55.7% | +1.9% |
| 1Y | -5.5% | +77.9% | -83.4% | -7.6% |
| All | +5.9% | +263.5% | -257.6% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling