+254.3%
TRGP vs CRL
+102.9%
+151.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.0% |
| 7D | -5.8% | -1.7% | -4.0% | -5.6% |
| 30D | -1.5% | +14.6% | -16.1% | -2.5% |
| 3M | +6.1% | +24.8% | -18.7% | +4.1% |
| 6M | +14.4% | +94.7% | -80.3% | +7.4% |
| YTD | +55.3% | +73.4% | -18.0% | +47.0% |
| 1Y | +69.1% | +104.7% | -35.5% | +56.1% |
| 3Y | +254.3% | +101.1% | +153.2% | +212.5% |
| All | +254.3% | +102.9% | +151.4% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling