+263.6%
EMR vs TRGP
+868.8%
-605.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -1.2% | -0.6% | -0.7% | -1.1% |
| 30D | -9.4% | +10.0% | -19.4% | -12.4% |
| 3M | +8.6% | +7.6% | +1.0% | +5.2% |
| 6M | +6.7% | +26.8% | -20.1% | -2.8% |
| YTD | +13.1% | +60.6% | -47.5% | -5.0% |
| 1Y | +12.7% | +82.5% | -69.7% | -9.8% |
| 3Y | +58.1% | +265.0% | -206.9% | -0.7% |
| 5Y | +63.6% | +645.9% | -582.2% | -20.2% |
| All | +263.6% | +868.8% | -605.1% | +32.9% |
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