+1,516.7%
COR vs TRGP
+2,299.4%
-782.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.6% | +2.9% |
| 7D | +7.8% | +12.4% | -4.5% | +6.3% |
| 30D | +7.0% | +2.6% | +4.4% | +6.5% |
| 3M | +16.3% | +11.9% | +4.4% | +14.5% |
| 6M | +41.3% | +13.9% | +27.4% | +38.6% |
| YTD | +7.1% | +64.2% | -57.1% | +0.6% |
| 1Y | -0.8% | +78.5% | -79.3% | -7.8% |
| 3Y | +85.0% | +272.9% | -187.9% | +55.2% |
| 5Y | +203.9% | +510.7% | -306.9% | +137.7% |
| 10Y | +510.3% | +821.0% | -310.7% | +319.5% |
| All | +1,516.7% | +2,299.4% | -782.7% | +686.4% |
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