+2,207.9%
TRGP vs CBOE
+1,360.5%
+847.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | -0.6% | -4.6% | +4.0% | +0.8% |
| 30D | +14.6% | +2.6% | +11.9% | +13.4% |
| 3M | +11.9% | +4.9% | +7.0% | +9.4% |
| 6M | +25.3% | -2.2% | +27.4% | +24.0% |
| YTD | +61.9% | +17.7% | +44.1% | +50.4% |
| 1Y | +87.3% | +26.1% | +61.2% | +69.9% |
| 3Y | +268.0% | +97.1% | +170.9% | +176.2% |
| 5Y | +638.2% | +149.2% | +489.0% | +399.3% |
| 10Y | +821.9% | +385.1% | +436.9% | +430.7% |
| All | +2,207.9% | +1,360.5% | +847.4% | +782.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling