+747.3%
CI vs TRGP
+2,231.3%
-1,484.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +4.4% | +11.5% | -7.1% | +2.3% |
| 3M | +0.7% | +9.0% | -8.3% | -1.2% |
| 6M | +0.3% | +20.5% | -20.2% | -3.4% |
| YTD | +3.8% | +59.5% | -55.7% | -5.0% |
| 1Y | -5.5% | +77.9% | -83.4% | -15.4% |
| 3Y | +8.1% | +253.6% | -245.5% | -16.6% |
| 5Y | +42.8% | +615.5% | -572.7% | -4.9% |
| 10Y | +143.9% | +897.1% | -753.2% | +33.6% |
| All | +747.3% | +2,231.3% | -1,484.0% | +181.6% |
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