+23.8%
ED vs TRGP
+76.5%
-52.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.4% |
| 7D | +2.1% | +12.4% | -10.3% | +1.1% |
| 30D | +10.4% | +2.6% | +7.8% | +9.8% |
| 3M | +12.5% | +11.9% | +0.7% | +10.6% |
| 6M | +14.9% | +13.9% | +1.0% | +12.8% |
| YTD | +24.8% | +64.2% | -39.4% | +19.1% |
| 1Y | +23.8% | +78.5% | -54.7% | +18.5% |
| All | +23.8% | +76.5% | -52.7% | +18.5% |
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