+747.0%
CP vs TRGP
+2,254.6%
-1,507.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.9% |
| 7D | -0.7% | +2.4% | -3.1% | -1.3% |
| 30D | +9.6% | +0.8% | +8.8% | +9.0% |
| 3M | +2.2% | +10.4% | -8.1% | -0.7% |
| 6M | +11.1% | +16.3% | -5.2% | +6.2% |
| YTD | +28.2% | +61.1% | -32.9% | +12.9% |
| 1Y | +32.2% | +71.6% | -39.4% | +14.5% |
| 3Y | +35.5% | +267.5% | -231.9% | -4.6% |
| 5Y | +26.8% | +488.1% | -461.4% | -21.5% |
| 10Y | +256.9% | +803.8% | -546.8% | +68.4% |
| All | +747.0% | +2,254.6% | -1,507.6% | +185.7% |
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