+638.2%
TRGP vs CRL
-37.4%
+675.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +14.6% | +5.0% | +9.6% | +13.6% |
| 3M | +11.9% | +50.6% | -38.6% | +4.6% |
| 6M | +25.3% | +60.9% | -35.7% | +14.9% |
| YTD | +61.9% | +40.7% | +21.1% | +51.3% |
| 1Y | +87.3% | +73.3% | +14.0% | +67.2% |
| 3Y | +268.0% | +40.6% | +227.4% | +226.1% |
| 5Y | +638.2% | -37.0% | +675.2% | +603.0% |
| All | +638.2% | -37.4% | +675.6% | +603.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling