+1,513.7%
COR vs TRGP
+2,299.4%
-785.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.7% |
| 7D | +7.6% | +12.4% | -4.7% | +6.1% |
| 30D | +6.8% | +2.6% | +4.2% | +6.3% |
| 3M | +16.0% | +11.9% | +4.2% | +14.2% |
| 6M | +41.0% | +13.9% | +27.1% | +38.4% |
| YTD | +6.9% | +64.2% | -57.3% | +0.4% |
| 1Y | -1.0% | +78.5% | -79.5% | -8.0% |
| 3Y | +84.6% | +272.9% | -188.3% | +54.9% |
| 5Y | +203.3% | +510.7% | -307.4% | +137.2% |
| 10Y | +509.1% | +821.0% | -311.9% | +318.7% |
| All | +1,513.7% | +2,299.4% | -785.7% | +684.9% |
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