+13.3%
ED vs TRGP
+80.7%
-67.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.2% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -0.1% | +11.5% | -11.6% | -1.3% |
| 3M | +3.9% | +9.0% | -5.1% | +3.0% |
| 6M | -3.0% | +20.5% | -23.5% | -4.7% |
| YTD | +10.7% | +59.5% | -48.8% | +7.2% |
| 1Y | +13.3% | +77.9% | -64.6% | +10.0% |
| All | +13.3% | +80.7% | -67.4% | +10.0% |
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