+58.0%
CL vs TRGP
+836.3%
-778.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -5.2% | +14.6% | -19.8% | -5.8% |
| 3M | +3.3% | +11.9% | -8.6% | +2.7% |
| 6M | -4.4% | +25.3% | -29.6% | -5.4% |
| YTD | +13.9% | +61.9% | -47.9% | +11.4% |
| 1Y | +7.6% | +87.3% | -79.6% | +4.5% |
| 3Y | +29.6% | +268.0% | -238.4% | +21.3% |
| 5Y | +28.1% | +638.2% | -610.2% | +15.6% |
| All | +58.0% | +836.3% | -778.3% | +38.8% |
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