+6.9%
EMB vs TRGP
+639.4%
-632.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -0.3% | +9.5% | -9.7% | -1.0% |
| 3M | -0.3% | +10.8% | -11.1% | -1.2% |
| 6M | +0.7% | +25.3% | -24.6% | -1.3% |
| YTD | +1.3% | +60.3% | -59.0% | -3.1% |
| 1Y | +4.7% | +84.6% | -79.9% | -1.3% |
| 3Y | +30.1% | +264.4% | -234.3% | +12.6% |
| 5Y | +6.9% | +636.6% | -629.7% | -11.1% |
| All | +6.9% | +639.4% | -632.6% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling