+86.2%
CL vs TRGP
+819.3%
-733.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.2% |
| 7D | -0.8% | +9.0% | -9.8% | -1.2% |
| 30D | +9.5% | +1.5% | +7.9% | +9.3% |
| 3M | +6.6% | +10.7% | -4.1% | +6.1% |
| 6M | +13.2% | +17.1% | -3.9% | +12.3% |
| YTD | +26.9% | +63.6% | -36.8% | +23.9% |
| 1Y | +27.6% | +77.0% | -49.4% | +24.2% |
| 3Y | +39.1% | +273.2% | -234.0% | +30.1% |
| 5Y | +41.3% | +508.6% | -467.3% | +28.7% |
| All | +86.2% | +819.3% | -733.1% | +66.8% |
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