+395.2%
COR vs TRGP
+863.3%
-468.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +2.6% | +8.0% | -5.5% | +1.4% |
| 3M | +14.5% | +8.3% | +6.2% | +13.1% |
| 6M | -7.8% | +23.9% | -31.7% | -10.6% |
| YTD | -4.2% | +59.6% | -63.9% | -10.1% |
| 1Y | +7.0% | +79.4% | -72.4% | -1.3% |
| 3Y | +85.5% | +269.4% | -183.9% | +52.9% |
| 5Y | +181.2% | +641.6% | -460.4% | +108.6% |
| All | +395.2% | +863.3% | -468.1% | +221.7% |
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