+27.7%
CL vs TRGP
+72.6%
-44.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | 0.0% |
| 7D | -0.8% | +2.4% | -3.1% | -0.8% |
| 30D | +9.5% | +0.8% | +8.7% | +9.3% |
| 3M | +6.8% | +10.4% | -3.6% | +6.6% |
| 6M | +14.3% | +16.3% | -2.0% | +14.0% |
| YTD | +27.0% | +61.1% | -34.1% | +20.5% |
| All | +27.7% | +72.6% | -44.9% | +20.0% |
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