+478.1%
EFX vs TRGP
+2,265.4%
-1,787.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.5% | -3.3% |
| 7D | -7.8% | -0.6% | -7.2% | -7.7% |
| 30D | -5.7% | +14.6% | -20.3% | -7.7% |
| 3M | +2.5% | +11.9% | -9.4% | +0.4% |
| 6M | -16.7% | +25.3% | -41.9% | -20.0% |
| YTD | -20.2% | +61.9% | -82.0% | -26.5% |
| 1Y | -31.4% | +87.3% | -118.7% | -38.4% |
| 3Y | -10.5% | +268.0% | -278.5% | -27.8% |
| 5Y | -35.2% | +638.2% | -673.4% | -52.9% |
| 10Y | +40.2% | +821.9% | -781.8% | -9.9% |
| All | +478.1% | +2,265.4% | -1,787.3% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling