+36.9%
CMS vs TRGP
+218.9%
-182.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.5% | -1.9% |
| 7D | -1.3% | -16.0% | +14.7% | -0.1% |
| 30D | +6.3% | -6.4% | +12.8% | +6.7% |
| 3M | -2.1% | -1.0% | -1.1% | -2.2% |
| 6M | -5.1% | +7.0% | -12.1% | -5.9% |
| YTD | +1.3% | +46.1% | -44.9% | -1.7% |
| 1Y | -1.4% | +58.7% | -60.1% | -4.8% |
| 3Y | +36.9% | +221.9% | -185.0% | +20.0% |
| All | +36.9% | +218.9% | -182.0% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling