+475.2%
COR vs TRGP
+819.3%
-344.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.3% |
| 7D | +2.9% | +9.0% | -6.2% | +1.7% |
| 30D | +5.8% | +1.5% | +4.3% | +5.5% |
| 3M | +11.4% | +10.7% | +0.7% | +9.7% |
| 6M | +34.5% | +17.1% | +17.3% | +31.2% |
| YTD | +4.1% | +63.6% | -59.6% | -2.7% |
| 1Y | -3.1% | +77.0% | -80.1% | -10.4% |
| 3Y | +80.9% | +273.2% | -192.3% | +49.2% |
| 5Y | +195.1% | +508.6% | -313.5% | +125.6% |
| All | +475.2% | +819.3% | -344.1% | +302.0% |
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