+336.7%
COP vs TRGP
+822.5%
-485.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | +4.4% | +12.4% | -8.0% | -2.0% |
| 30D | 0.0% | +2.6% | -2.7% | -1.6% |
| 3M | +15.0% | +11.9% | +3.2% | +7.8% |
| 6M | +22.0% | +13.9% | +8.1% | +13.2% |
| YTD | +55.3% | +64.2% | -8.8% | +18.3% |
| 1Y | +64.1% | +78.5% | -14.4% | +19.6% |
| 3Y | +34.1% | +272.9% | -238.8% | -35.3% |
| 5Y | +133.4% | +510.7% | -377.3% | -11.6% |
| All | +336.7% | +822.5% | -485.8% | +6.4% |
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