+807.8%
TRGP vs CRL
+354.1%
+453.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +9.0% | +8.9% | +0.1% | +5.8% |
| 30D | +1.5% | +14.0% | -12.5% | -3.2% |
| 3M | +10.7% | +19.8% | -9.1% | +3.3% |
| 6M | +17.1% | +102.0% | -84.9% | -10.1% |
| YTD | +63.6% | +70.8% | -7.2% | +30.4% |
| 1Y | +77.0% | +98.7% | -21.7% | +32.8% |
| 3Y | +273.2% | +98.2% | +175.0% | +149.6% |
| 5Y | +508.6% | -11.7% | +520.3% | +496.3% |
| All | +807.8% | +354.1% | +453.7% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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