+2,054.5%
TRGP vs CAPR
-96.1%
+2,150.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.4% | -6.0% | +3.2% |
| 7D | -7.2% | +36.0% | -43.2% | -8.0% |
| 30D | -4.2% | +25.8% | -30.0% | -4.9% |
| 3M | +7.0% | +140.8% | -133.9% | +3.5% |
| 6M | +11.2% | -67.6% | +78.8% | +12.2% |
| YTD | +51.1% | -65.9% | +117.0% | +51.8% |
| 1Y | +62.0% | +66.1% | -4.1% | +45.6% |
| 3Y | +248.2% | +256.9% | -8.7% | +190.5% |
| 5Y | +432.4% | +172.1% | +260.3% | +339.5% |
| 10Y | +739.5% | -64.7% | +804.2% | +529.7% |
| All | +2,054.5% | -96.1% | +2,150.6% | +1,557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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