+57.3%
CL vs TRGP
+827.0%
-769.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -2.3% | -0.7% | -1.6% | -2.3% |
| 30D | -5.5% | +9.5% | -15.0% | -5.9% |
| 3M | +0.8% | +10.8% | -10.0% | +0.3% |
| 6M | -4.2% | +25.3% | -29.5% | -5.3% |
| YTD | +13.4% | +60.3% | -46.8% | +10.9% |
| 1Y | +7.1% | +84.6% | -77.5% | +4.0% |
| 3Y | +29.0% | +264.4% | -235.3% | +20.8% |
| 5Y | +28.3% | +636.6% | -608.3% | +15.8% |
| 10Y | +57.3% | +848.9% | -791.6% | +38.3% |
| All | +57.3% | +827.0% | -769.7% | +38.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling