+228.8%
CL vs TRGP
+2,231.3%
-2,002.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.2% | +0.8% | -3.0% | -2.2% |
| 30D | -4.8% | +11.5% | -16.3% | -5.5% |
| 3M | +4.9% | +9.0% | -4.1% | +4.3% |
| 6M | -5.7% | +20.5% | -26.2% | -6.9% |
| YTD | +14.4% | +59.5% | -45.1% | +11.1% |
| 1Y | +8.7% | +77.9% | -69.2% | +4.9% |
| 3Y | +30.0% | +253.6% | -223.6% | +19.5% |
| 5Y | +28.4% | +615.5% | -587.1% | +12.3% |
| 10Y | +50.1% | +897.1% | -847.0% | +22.9% |
| All | +228.8% | +2,231.3% | -2,002.5% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling