+425.9%
CORZ vs TRGP
+268.4%
+157.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | +7.6% | -0.7% | +8.3% | +8.1% |
| 30D | -6.9% | +9.5% | -16.4% | -12.3% |
| 3M | -33.0% | +10.8% | -43.8% | -38.0% |
| 6M | +19.3% | +25.3% | -6.0% | 0.0% |
| YTD | +24.2% | +60.3% | -36.0% | -14.0% |
| 1Y | +24.5% | +84.6% | -60.1% | -25.0% |
| All | +425.9% | +268.4% | +157.5% | +272.5% |
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