-0.1%
EMB vs TRGP
+76.5%
-76.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.2% |
| 7D | -0.9% | +12.4% | -13.3% | -0.3% |
| 30D | +0.4% | +2.6% | -2.3% | +0.5% |
| 3M | -3.1% | +11.9% | -15.0% | -2.4% |
| 6M | -2.1% | +13.9% | -16.0% | -1.3% |
| YTD | -1.1% | +64.2% | -65.3% | +0.4% |
| 1Y | -0.1% | +78.5% | -78.6% | +1.8% |
| All | -0.1% | +76.5% | -76.6% | +1.8% |
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