+638.2%
TRGP vs COO
-39.5%
+677.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.2% |
| 7D | -0.6% | -2.3% | +1.7% | 0.0% |
| 30D | +14.6% | -8.8% | +23.4% | +17.3% |
| 3M | +11.9% | +1.3% | +10.6% | +11.0% |
| 6M | +25.3% | -11.6% | +36.8% | +28.8% |
| YTD | +61.9% | -17.4% | +79.3% | +69.6% |
| 1Y | +87.3% | -1.6% | +88.9% | +85.5% |
| 3Y | +268.0% | -22.6% | +290.6% | +279.2% |
| 5Y | +638.2% | -40.3% | +678.6% | +695.9% |
| All | +638.2% | -39.5% | +677.7% | +695.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling