+28.5%
CLS vs TRGP
+84.8%
-56.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +5.0% | -0.6% | +5.5% | +4.9% |
| 30D | +4.8% | +10.0% | -5.2% | +6.0% |
| 3M | -10.4% | +7.6% | -18.0% | -9.3% |
| 6M | +20.8% | +26.8% | -6.0% | +18.7% |
| YTD | +10.0% | +60.6% | -50.5% | +2.7% |
| 1Y | +28.5% | +82.5% | -53.9% | +18.5% |
| All | +28.5% | +84.8% | -56.3% | +18.5% |
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