+140.2%
CMS vs TRGP
+822.5%
-682.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.7% |
| 7D | +1.7% | +12.4% | -10.6% | +1.1% |
| 30D | +6.2% | +2.6% | +3.6% | +6.0% |
| 3M | +0.6% | +11.9% | -11.2% | 0.0% |
| 6M | -1.8% | +13.9% | -15.7% | -2.5% |
| YTD | +3.8% | +64.2% | -60.3% | +1.2% |
| 1Y | -1.8% | +78.5% | -80.3% | -4.7% |
| 3Y | +39.8% | +272.9% | -233.1% | +30.6% |
| 5Y | +37.1% | +510.7% | -473.6% | +25.4% |
| All | +140.2% | +822.5% | -682.3% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling