+1,710.0%
COST vs TRGP
+2,242.0%
-531.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -5.3% | +9.5% | -14.7% | -5.9% |
| 3M | -6.7% | +10.8% | -17.5% | -7.5% |
| 6M | -9.9% | +25.3% | -35.3% | -11.5% |
| YTD | +5.1% | +60.3% | -55.1% | +1.4% |
| 1Y | -7.3% | +84.6% | -91.8% | -11.6% |
| 3Y | +70.4% | +264.4% | -194.0% | +54.4% |
| 5Y | +104.4% | +636.6% | -532.2% | +76.8% |
| 10Y | +609.0% | +848.9% | -239.9% | +486.5% |
| All | +1,710.0% | +2,242.0% | -531.9% | +1,035.1% |
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