+191.7%
COP vs TRGP
+631.5%
-439.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | +15.6% | +14.6% | +1.0% | +4.7% |
| 3M | +14.3% | +11.9% | +2.4% | +5.0% |
| 6M | +17.0% | +25.3% | -8.3% | -1.1% |
| YTD | +47.4% | +61.9% | -14.4% | +3.5% |
| 1Y | +52.4% | +87.3% | -34.9% | -4.3% |
| 3Y | +20.8% | +268.0% | -247.2% | -57.9% |
| 5Y | +191.7% | +638.2% | -446.5% | -43.3% |
| All | +191.7% | +631.5% | -439.8% | -43.3% |
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