+29.7%
EMB vs TRGP
+868.8%
-839.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.1% | +10.0% | -11.0% | -2.0% |
| 3M | -0.8% | +7.6% | -8.4% | -1.6% |
| 6M | -0.1% | +26.8% | -26.8% | -2.5% |
| YTD | +0.4% | +60.6% | -60.1% | -4.3% |
| 1Y | +3.3% | +82.5% | -79.2% | -3.0% |
| 3Y | +29.0% | +265.0% | -236.0% | +12.1% |
| 5Y | +6.3% | +645.9% | -639.6% | -14.8% |
| All | +29.7% | +868.8% | -839.1% | -10.7% |
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