-13.0%
EFX vs TRGP
+262.4%
-275.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -11.1% | -0.6% | -10.6% | -11.0% |
| 30D | -7.4% | +10.0% | -17.4% | -9.3% |
| 3M | +1.5% | +7.6% | -6.1% | -0.6% |
| 6M | -13.7% | +26.8% | -40.5% | -19.7% |
| YTD | -21.9% | +60.6% | -82.4% | -32.8% |
| 1Y | -30.8% | +82.5% | -113.3% | -43.2% |
| All | -13.0% | +262.4% | -275.4% | -46.5% |
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