+352.3%
ED vs TRGP
+2,299.4%
-1,947.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.4% |
| 7D | +2.1% | +12.4% | -10.3% | +1.9% |
| 30D | +10.4% | +2.6% | +7.8% | +10.3% |
| 3M | +12.5% | +11.9% | +0.7% | +12.3% |
| 6M | +14.9% | +13.9% | +1.0% | +14.6% |
| YTD | +24.8% | +64.2% | -39.4% | +23.8% |
| 1Y | +23.8% | +78.5% | -54.7% | +22.7% |
| 3Y | +51.6% | +272.9% | -221.3% | +48.4% |
| 5Y | +86.4% | +510.7% | -424.3% | +81.6% |
| 10Y | +145.4% | +821.0% | -675.5% | +148.2% |
| All | +352.3% | +2,299.4% | -1,947.1% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling