+340.2%
COP vs TRGP
+827.0%
-486.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +11.7% | +9.5% | +2.3% | +6.2% |
| 3M | +17.7% | +10.8% | +6.9% | +11.1% |
| 6M | +18.3% | +25.3% | -7.0% | +4.5% |
| YTD | +49.1% | +60.3% | -11.2% | +15.3% |
| 1Y | +53.3% | +84.6% | -31.2% | +9.6% |
| 3Y | +22.2% | +264.4% | -242.2% | -40.1% |
| 5Y | +193.3% | +636.6% | -443.3% | +1.8% |
| 10Y | +340.2% | +848.9% | -508.7% | +6.2% |
| All | +340.2% | +827.0% | -486.8% | +6.2% |
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