+866.0%
CME vs TRGP
+2,254.6%
-1,388.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.7% |
| 7D | +2.5% | +2.4% | +0.1% | +2.1% |
| 30D | +13.9% | +0.8% | +13.1% | +13.6% |
| 3M | +22.4% | +10.4% | +12.0% | +20.5% |
| 6M | +12.9% | +16.3% | -3.4% | +10.3% |
| YTD | +19.6% | +61.1% | -41.5% | +11.8% |
| 1Y | +17.7% | +71.6% | -53.9% | +9.1% |
| 3Y | +65.3% | +267.5% | -202.1% | +35.9% |
| 5Y | +75.1% | +488.1% | -413.0% | +33.3% |
| 10Y | +305.8% | +803.8% | -498.0% | +152.9% |
| All | +866.0% | +2,254.6% | -1,388.6% | +263.3% |
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