+106.5%
EEM vs TRGP
+2,265.4%
-2,158.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +3.1% | -0.6% | +3.7% | +3.2% |
| 30D | +4.9% | +14.6% | -9.7% | +2.2% |
| 3M | +5.2% | +11.9% | -6.7% | +2.7% |
| 6M | +20.7% | +25.3% | -4.6% | +15.1% |
| YTD | +26.5% | +61.9% | -35.4% | +14.9% |
| 1Y | +37.8% | +87.3% | -49.4% | +21.6% |
| 3Y | +91.0% | +268.0% | -177.0% | +46.5% |
| 5Y | +47.0% | +638.2% | -591.2% | -2.1% |
| 10Y | +125.6% | +821.9% | -696.4% | +25.1% |
| All | +106.5% | +2,265.4% | -2,158.9% | -34.1% |
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