+52.8%
ECL vs TRGP
+261.7%
-209.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | -4.3% | +9.5% | -13.7% | -4.8% |
| 3M | +3.2% | +10.8% | -7.6% | +2.4% |
| 6M | -2.9% | +25.3% | -28.2% | -4.9% |
| YTD | +4.3% | +60.3% | -56.0% | -0.5% |
| 1Y | +1.6% | +84.6% | -82.9% | -4.6% |
| All | +52.8% | +261.7% | -209.0% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling