+196.5%
ECL vs TRGP
+826.3%
-629.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | 0.0% |
| 7D | -2.3% | +2.4% | -4.6% | -2.7% |
| 30D | +8.3% | +0.8% | +7.5% | +7.9% |
| 3M | +8.4% | +10.4% | -1.9% | +6.2% |
| 6M | +23.3% | +16.3% | +7.0% | +19.2% |
| YTD | +18.2% | +61.1% | -42.9% | +7.5% |
| 1Y | +18.8% | +71.6% | -52.8% | +6.7% |
| 3Y | +78.5% | +267.5% | -189.0% | +36.9% |
| 5Y | +40.1% | +488.1% | -448.1% | -2.7% |
| 10Y | +196.5% | +803.8% | -607.3% | +65.5% |
| All | +196.5% | +826.3% | -629.8% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling