-25.6%
EFX vs TRGP
+80.7%
-106.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.5% |
| 7D | -8.6% | +0.8% | -9.4% | -8.6% |
| 30D | +0.1% | +11.5% | -11.4% | +1.3% |
| 3M | +3.8% | +9.0% | -5.1% | +4.8% |
| 6M | -13.5% | +20.5% | -34.0% | -13.0% |
| YTD | -17.7% | +59.5% | -77.2% | -20.8% |
| 1Y | -25.6% | +77.9% | -103.5% | -29.8% |
| All | -25.6% | +80.7% | -106.3% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling