+77.4%
ECL vs TRGP
+267.3%
-189.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.4% |
| 7D | -2.3% | +2.4% | -4.6% | -2.4% |
| 30D | +8.3% | +0.8% | +7.5% | +8.1% |
| 3M | +8.4% | +10.4% | -1.9% | +7.7% |
| 6M | +23.3% | +16.3% | +7.0% | +21.7% |
| YTD | +18.2% | +61.1% | -42.9% | +12.6% |
| 1Y | +18.8% | +71.6% | -52.8% | +12.3% |
| All | +77.4% | +267.3% | -189.9% | +54.6% |
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