+43.6%
EEM vs TRGP
+627.0%
-583.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +2.4% | +10.0% | -7.6% | +0.5% |
| 3M | +4.2% | +7.6% | -3.5% | +2.4% |
| 6M | +14.8% | +26.8% | -12.0% | +8.8% |
| YTD | +23.1% | +60.6% | -37.5% | +10.8% |
| 1Y | +32.5% | +82.5% | -49.9% | +15.6% |
| 3Y | +85.9% | +265.0% | -179.1% | +33.1% |
| 5Y | +43.6% | +645.9% | -602.3% | -15.3% |
| All | +43.6% | +627.0% | -583.4% | -15.3% |
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