+814.1%
CI vs TRGP
+2,170.2%
-1,356.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +2.1% |
| 7D | +2.6% | -5.8% | +8.4% | +3.6% |
| 30D | +7.3% | -1.5% | +8.8% | +7.4% |
| 3M | +9.5% | +6.1% | +3.4% | +8.0% |
| 6M | +6.4% | +14.4% | -7.9% | +3.3% |
| YTD | +12.0% | +55.3% | -43.3% | +2.7% |
| 1Y | +20.1% | +69.1% | -49.0% | +8.4% |
| 3Y | +9.6% | +254.3% | -244.7% | -15.7% |
| 5Y | +52.7% | +471.4% | -418.7% | +5.8% |
| 10Y | +150.3% | +773.0% | -622.7% | +39.6% |
| All | +814.1% | +2,170.2% | -1,356.1% | +204.4% |
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