+39.7%
EFX vs TRGP
+863.3%
-823.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.1% | +8.0% | -14.1% | -7.2% |
| 3M | +6.2% | +8.3% | -2.0% | +4.6% |
| 6M | -11.2% | +23.9% | -35.1% | -14.7% |
| YTD | -21.4% | +59.6% | -81.0% | -27.6% |
| 1Y | -34.3% | +79.4% | -113.7% | -40.7% |
| 3Y | -12.5% | +269.4% | -282.0% | -29.4% |
| 5Y | -35.6% | +641.6% | -677.2% | -52.9% |
| All | +39.7% | +863.3% | -823.6% | -4.7% |
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