+63.2%
EFA vs TRGP
+262.4%
-199.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -2.2% | +10.0% | -12.2% | -3.4% |
| 3M | +5.7% | +7.6% | -1.9% | +4.5% |
| 6M | +8.2% | +26.8% | -18.6% | +4.0% |
| YTD | +11.8% | +60.6% | -48.8% | +3.1% |
| 1Y | +18.3% | +82.5% | -64.2% | +6.4% |
| All | +63.2% | +262.4% | -199.2% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling