+850.1%
TRGP vs COPX
+583.8%
+266.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -2.3% | +2.4% | +1.1% |
| 30D | +8.0% | +0.3% | +7.8% | +7.0% |
| 3M | +8.3% | +6.8% | +1.4% | +2.0% |
| 6M | +23.9% | +7.9% | +16.0% | +11.3% |
| YTD | +59.6% | +23.7% | +35.9% | +28.4% |
| 1Y | +79.4% | +71.5% | +7.9% | +15.6% |
| 3Y | +269.4% | +149.1% | +120.3% | +71.3% |
| 5Y | +641.6% | +167.3% | +474.3% | +208.3% |
| All | +850.1% | +583.8% | +266.3% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling