+142.8%
EFA vs TRGP
+863.3%
-720.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.7% | +8.0% | -9.7% | -3.0% |
| 3M | +3.5% | +8.3% | -4.8% | +1.8% |
| 6M | +9.5% | +23.9% | -14.4% | +5.0% |
| YTD | +12.9% | +59.6% | -46.8% | +3.5% |
| 1Y | +18.2% | +79.4% | -61.2% | +6.0% |
| 3Y | +64.8% | +269.4% | -204.6% | +28.9% |
| 5Y | +53.9% | +641.6% | -587.8% | +6.3% |
| All | +142.8% | +863.3% | -720.5% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling