+28.0%
CL vs TRGP
+65.2%
-37.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.2% |
| 7D | +2.6% | -5.8% | +8.4% | +2.2% |
| 30D | +11.8% | -1.5% | +13.2% | +11.3% |
| 3M | +5.9% | +6.1% | -0.2% | +5.5% |
| 6M | +13.3% | +14.4% | -1.0% | +12.7% |
| YTD | +27.1% | +55.3% | -28.2% | +19.4% |
| 1Y | +28.0% | +69.1% | -41.1% | +18.0% |
| All | +28.0% | +65.2% | -37.2% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling