+60.7%
COP vs TRGP
+89.5%
-28.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.6% | -2.4% |
| 7D | -8.1% | -6.5% | -1.7% | -4.3% |
| 30D | +6.7% | -0.4% | +7.1% | +7.0% |
| 3M | +16.9% | +8.8% | +8.1% | +10.5% |
| 6M | +11.2% | +11.0% | +0.2% | +4.1% |
| YTD | +49.5% | +57.4% | -7.9% | +14.2% |
| 1Y | +60.7% | +87.9% | -27.2% | +17.7% |
| All | +60.7% | +89.5% | -28.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling