+389.3%
COP vs TRGP
+2,291.1%
-1,901.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +0.9% |
| 7D | +3.4% | +9.0% | -5.6% | -0.8% |
| 30D | -0.6% | +1.5% | -2.1% | -1.5% |
| 3M | +10.8% | +10.7% | 0.0% | +5.3% |
| 6M | +19.6% | +17.1% | +2.5% | +10.7% |
| YTD | +52.9% | +63.6% | -10.7% | +21.1% |
| 1Y | +62.2% | +77.0% | -14.8% | +23.9% |
| 3Y | +32.4% | +273.2% | -240.8% | -29.2% |
| 5Y | +129.7% | +508.6% | -378.9% | +0.2% |
| 10Y | +331.8% | +817.8% | -486.0% | +29.4% |
| All | +389.3% | +2,291.1% | -1,901.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling