+67.3%
ED vs TRGP
+639.4%
-572.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | +1.9% | +9.5% | -7.5% | +1.1% |
| 3M | +1.9% | +10.8% | -9.0% | +0.8% |
| 6M | -2.3% | +25.3% | -27.6% | -4.4% |
| YTD | +10.9% | +60.3% | -49.4% | +6.1% |
| 1Y | +14.5% | +84.6% | -70.0% | +8.1% |
| 3Y | +33.4% | +264.4% | -231.0% | +12.2% |
| 5Y | +67.3% | +636.6% | -569.3% | +32.9% |
| All | +67.3% | +639.4% | -572.2% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling