+345.9%
ED vs TRGP
+2,170.2%
-1,824.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.7% |
| 7D | +2.1% | -5.8% | +7.9% | +2.2% |
| 30D | +12.4% | -1.5% | +13.9% | +12.4% |
| 3M | +13.1% | +6.1% | +7.0% | +13.0% |
| 6M | +14.1% | +14.4% | -0.3% | +13.8% |
| YTD | +23.1% | +55.3% | -32.3% | +22.2% |
| 1Y | +25.4% | +69.1% | -43.7% | +24.4% |
| 3Y | +47.9% | +254.3% | -206.4% | +44.8% |
| 5Y | +81.9% | +471.4% | -389.5% | +77.3% |
| 10Y | +141.3% | +773.0% | -631.7% | +144.2% |
| All | +345.9% | +2,170.2% | -1,824.4% | +270.1% |
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