+672.1%
ECL vs TRGP
+2,291.1%
-1,619.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.4% |
| 7D | -0.5% | +9.0% | -9.5% | -1.9% |
| 30D | +6.6% | +1.5% | +5.0% | +6.1% |
| 3M | +9.6% | +10.7% | -1.1% | +7.3% |
| 6M | +21.6% | +17.1% | +4.5% | +17.5% |
| YTD | +16.9% | +63.6% | -46.7% | +6.1% |
| 1Y | +17.9% | +77.0% | -59.1% | +5.4% |
| 3Y | +76.5% | +273.2% | -196.7% | +35.6% |
| 5Y | +36.6% | +508.6% | -472.0% | -5.2% |
| 10Y | +193.2% | +817.8% | -624.6% | +62.7% |
| All | +672.1% | +2,291.1% | -1,619.0% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling