+62.2%
COP vs TRGP
+75.3%
-13.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +0.6% |
| 7D | +3.4% | +9.0% | -5.6% | -2.2% |
| 30D | -0.6% | +1.5% | -2.1% | -1.6% |
| 3M | +10.8% | +10.7% | 0.0% | +3.1% |
| 6M | +19.6% | +17.1% | +2.5% | +6.9% |
| YTD | +52.9% | +63.6% | -10.7% | +4.3% |
| 1Y | +62.2% | +77.0% | -14.8% | +5.1% |
| All | +62.2% | +75.3% | -13.1% | +5.1% |
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