+233.3%
CP vs TRGP
+827.0%
-593.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -0.5% | +9.5% | -9.9% | -2.6% |
| 3M | +0.1% | +10.8% | -10.7% | -2.5% |
| 6M | +7.8% | +25.3% | -17.5% | +1.9% |
| YTD | +22.9% | +60.3% | -37.4% | +9.8% |
| 1Y | +21.3% | +84.6% | -63.2% | +4.6% |
| 3Y | +20.4% | +264.4% | -244.0% | -12.8% |
| 5Y | +34.9% | +636.6% | -601.6% | -17.3% |
| 10Y | +233.3% | +848.9% | -615.6% | +69.6% |
| All | +233.3% | +827.0% | -593.7% | +69.6% |
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