+269.4%
TRGP vs CBOE
+89.1%
+180.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.6% |
| 7D | +0.1% | -5.8% | +5.9% | 0.0% |
| 30D | +8.0% | -3.1% | +11.2% | +8.0% |
| 3M | +8.3% | -4.8% | +13.0% | +8.0% |
| 6M | +23.9% | -0.6% | +24.5% | +24.4% |
| YTD | +59.6% | +12.8% | +46.8% | +62.1% |
| 1Y | +79.4% | +19.8% | +59.7% | +83.4% |
| 3Y | +269.4% | +86.9% | +182.5% | +322.6% |
| All | +269.4% | +89.1% | +180.3% | +322.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling