+13.6%
ED vs TRGP
+84.8%
-71.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +0.1% | +10.0% | -9.9% | -0.9% |
| 3M | 0.0% | +7.6% | -7.6% | -0.7% |
| 6M | -2.5% | +26.8% | -29.3% | -4.4% |
| YTD | +10.1% | +60.6% | -50.4% | +6.7% |
| 1Y | +13.6% | +82.5% | -68.9% | +9.9% |
| All | +13.6% | +84.8% | -71.2% | +9.9% |
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