+104.5%
ED vs TRGP
+863.3%
-758.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.4% | +8.0% | -8.4% | -0.5% |
| 3M | +0.5% | +8.3% | -7.8% | +0.4% |
| 6M | -3.1% | +23.9% | -27.0% | -3.3% |
| YTD | +9.8% | +59.6% | -49.8% | +9.5% |
| 1Y | +12.6% | +79.4% | -66.9% | +12.2% |
| 3Y | +31.4% | +269.4% | -238.0% | +30.4% |
| 5Y | +69.4% | +641.6% | -572.2% | +69.5% |
| All | +104.5% | +863.3% | -758.8% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling