+1,387.5%
COR vs TRGP
+2,231.3%
-843.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | +4.5% | +11.5% | -7.0% | +3.1% |
| 3M | +22.7% | +9.0% | +13.7% | +21.2% |
| 6M | -9.7% | +20.5% | -30.2% | -11.9% |
| YTD | -1.4% | +59.5% | -61.0% | -7.0% |
| 1Y | +13.9% | +77.9% | -64.0% | +6.0% |
| 3Y | +94.0% | +253.6% | -159.6% | +63.9% |
| 5Y | +184.0% | +615.5% | -431.5% | +118.2% |
| 10Y | +406.8% | +897.1% | -490.3% | +246.3% |
| All | +1,387.5% | +2,231.3% | -843.8% | +627.2% |
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