+254.3%
TRGP vs COO
-22.2%
+276.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | -5.8% | +4.5% | -10.3% | -6.3% |
| 30D | -1.5% | +16.9% | -18.4% | -3.5% |
| 3M | +6.1% | -16.7% | +22.8% | +8.8% |
| 6M | +14.4% | +5.9% | +8.4% | +12.3% |
| YTD | +55.3% | -22.4% | +77.8% | +61.6% |
| 1Y | +69.1% | -10.1% | +79.2% | +70.8% |
| 3Y | +254.3% | -22.8% | +277.1% | +267.4% |
| All | +254.3% | -22.2% | +276.5% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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