+850.1%
TRGP vs CBOE
+368.5%
+481.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.3% |
| 7D | +0.1% | -5.8% | +5.9% | +2.3% |
| 30D | +8.0% | -3.1% | +11.2% | +9.0% |
| 3M | +8.3% | -4.8% | +13.0% | +9.2% |
| 6M | +23.9% | -0.6% | +24.5% | +21.2% |
| YTD | +59.6% | +12.8% | +46.8% | +47.8% |
| 1Y | +79.4% | +19.8% | +59.7% | +61.7% |
| 3Y | +269.4% | +86.9% | +182.5% | +159.4% |
| 5Y | +641.6% | +136.5% | +505.1% | +350.3% |
| All | +850.1% | +368.5% | +481.6% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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