+1.6%
ECL vs TRGP
+84.4%
-82.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.8% |
| 30D | -4.3% | +9.5% | -13.7% | -3.7% |
| 3M | +3.2% | +10.8% | -7.6% | +3.9% |
| 6M | -2.9% | +25.3% | -28.2% | -2.9% |
| YTD | +4.3% | +60.3% | -56.0% | +2.9% |
| 1Y | +1.6% | +84.6% | -82.9% | -0.3% |
| All | +1.6% | +84.4% | -82.7% | -0.3% |
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