+2.7%
ECL vs TRGP
+80.7%
-78.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | 0.0% |
| 7D | -2.6% | +0.8% | -3.4% | -2.6% |
| 30D | -2.2% | +11.5% | -13.7% | -1.4% |
| 3M | +10.1% | +9.0% | +1.1% | +10.8% |
| 6M | -5.7% | +20.5% | -26.2% | -5.5% |
| YTD | +7.0% | +59.5% | -52.6% | +5.5% |
| 1Y | +2.7% | +77.9% | -75.2% | +0.4% |
| All | +2.7% | +80.7% | -78.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling