+87.4%
COR vs TRGP
+265.9%
-178.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +1.5% | +14.6% | -13.1% | +0.3% |
| 3M | +18.7% | +11.9% | +6.8% | +17.4% |
| 6M | -9.0% | +25.3% | -34.3% | -10.6% |
| YTD | -3.3% | +61.9% | -65.2% | -6.0% |
| 1Y | +9.8% | +87.3% | -77.4% | +6.2% |
| 3Y | +87.4% | +268.0% | -180.6% | +76.0% |
| All | +87.4% | +265.9% | -178.5% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling