+855.6%
TRGP vs CRL
+249.3%
+606.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -0.6% | -6.9% | +6.4% | +1.8% |
| 30D | +10.0% | -3.2% | +13.2% | +10.9% |
| 3M | +7.6% | +46.5% | -38.9% | -6.6% |
| 6M | +26.8% | +63.1% | -36.3% | +4.0% |
| YTD | +60.6% | +36.9% | +23.7% | +38.8% |
| 1Y | +82.5% | +78.1% | +4.4% | +40.9% |
| 3Y | +265.0% | +36.7% | +228.3% | +184.8% |
| 5Y | +645.9% | -38.1% | +684.0% | +747.8% |
| All | +855.6% | +249.3% | +606.3% | +351.9% |
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