-10.0%
CRM vs TRGP
+89.5%
-99.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.8% | +1.0% |
| 7D | -6.2% | -6.5% | +0.3% | -7.6% |
| 30D | -1.2% | -0.4% | -0.7% | -0.9% |
| 3M | +19.1% | +8.8% | +10.3% | +22.1% |
| 6M | +23.0% | +11.0% | +12.0% | +26.5% |
| YTD | -13.7% | +57.4% | -71.1% | -3.7% |
| 1Y | -10.0% | +87.9% | -97.8% | +2.0% |
| All | -10.0% | +89.5% | -99.5% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling