+270.9%
TRGP vs CHD
+1.8%
+269.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -0.7% | -4.2% | +3.4% | -0.4% |
| 30D | +9.5% | -7.6% | +17.0% | +10.2% |
| 3M | +10.8% | -1.6% | +12.4% | +10.8% |
| 6M | +25.3% | -6.3% | +31.7% | +26.1% |
| YTD | +60.3% | +14.6% | +45.7% | +56.8% |
| 1Y | +84.6% | +1.6% | +83.0% | +82.6% |
| All | +270.9% | +1.8% | +269.1% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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