+126.8%
COP vs TRGP
+495.9%
-369.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.9% |
| 7D | +0.7% | +2.4% | -1.7% | -1.2% |
| 30D | +0.2% | +0.8% | -0.6% | -0.7% |
| 3M | +10.2% | +10.4% | -0.1% | +2.0% |
| 6M | +20.1% | +16.3% | +3.9% | +6.9% |
| YTD | +50.5% | +61.1% | -10.6% | +5.7% |
| 1Y | +56.8% | +71.6% | -14.8% | +5.3% |
| 3Y | +30.3% | +267.5% | -237.2% | -54.7% |
| 5Y | +126.8% | +488.1% | -361.3% | -48.8% |
| All | +126.8% | +495.9% | -369.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling