+329.9%
COP vs TRGP
+819.3%
-489.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +0.8% |
| 7D | +3.4% | +9.0% | -5.6% | -1.4% |
| 30D | -0.6% | +1.5% | -2.1% | -1.6% |
| 3M | +10.8% | +10.7% | 0.0% | +4.4% |
| 6M | +19.6% | +17.1% | +2.5% | +9.3% |
| YTD | +52.9% | +63.6% | -10.7% | +16.7% |
| 1Y | +62.2% | +77.0% | -14.8% | +18.7% |
| 3Y | +32.4% | +273.2% | -240.8% | -36.1% |
| 5Y | +129.7% | +508.6% | -378.9% | -12.8% |
| All | +329.9% | +819.3% | -489.4% | +4.9% |
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