+1,983.3%
TRGP vs CAPR
-96.4%
+2,079.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.3% | -2.8% |
| 7D | -16.0% | +41.1% | -57.1% | -16.8% |
| 30D | -6.4% | +11.1% | -17.6% | -6.9% |
| 3M | -1.0% | +115.3% | -116.3% | -3.8% |
| 6M | +7.0% | -73.8% | +80.8% | +8.5% |
| YTD | +46.1% | -68.8% | +114.9% | +47.1% |
| 1Y | +58.7% | +43.3% | +15.4% | +43.3% |
| 3Y | +221.9% | +214.7% | +7.2% | +169.5% |
| 5Y | +419.9% | +141.3% | +278.6% | +330.7% |
| 10Y | +769.8% | -67.0% | +836.8% | +553.7% |
| All | +1,983.3% | -96.4% | +2,079.7% | +1,506.9% |
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