+115.8%
CMS vs TRGP
+843.4%
-727.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -3.2% | +14.6% | -17.7% | -3.8% |
| 3M | -2.2% | +11.9% | -14.1% | -2.8% |
| 6M | -9.4% | +25.3% | -34.7% | -10.5% |
| YTD | +0.7% | +61.9% | -61.2% | -1.8% |
| 1Y | +0.4% | +87.3% | -86.9% | -2.8% |
| 3Y | +35.2% | +268.0% | -232.8% | +26.3% |
| 5Y | +24.1% | +638.2% | -614.1% | +12.9% |
| 10Y | +115.8% | +821.9% | -706.1% | +96.4% |
| All | +115.8% | +843.4% | -727.6% | +96.4% |
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