+645.9%
TRGP vs CBOE
+145.0%
+500.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -0.6% | -3.7% | +3.1% | -0.1% |
| 30D | +10.0% | +2.0% | +8.0% | +9.6% |
| 3M | +7.6% | -4.2% | +11.9% | +7.9% |
| 6M | +26.8% | +1.2% | +25.6% | +25.8% |
| YTD | +60.6% | +15.4% | +45.2% | +56.3% |
| 1Y | +82.5% | +23.5% | +59.0% | +76.0% |
| 3Y | +265.0% | +93.2% | +171.8% | +210.1% |
| 5Y | +645.9% | +142.0% | +503.9% | +476.5% |
| All | +645.9% | +145.0% | +500.9% | +476.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling