+756.2%
CME vs TRGP
+2,231.3%
-1,475.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +6.2% | +11.5% | -5.3% | +4.6% |
| 3M | +10.4% | +9.0% | +1.4% | +9.0% |
| 6M | -9.5% | +20.5% | -30.0% | -11.9% |
| YTD | +6.0% | +59.5% | -53.5% | -0.6% |
| 1Y | +9.3% | +77.9% | -68.6% | +0.8% |
| 3Y | +57.7% | +253.6% | -195.9% | +30.4% |
| 5Y | +77.7% | +615.5% | -537.8% | +31.8% |
| 10Y | +281.2% | +897.1% | -615.9% | +135.8% |
| All | +756.2% | +2,231.3% | -1,475.1% | +222.9% |
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