+312.2%
EMR vs TRGP
+2,231.3%
-1,919.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -5.6% | +11.5% | -17.1% | -8.8% |
| 3M | +7.9% | +9.0% | -1.1% | +4.6% |
| 6M | +6.0% | +20.5% | -14.5% | -0.7% |
| YTD | +16.4% | +59.5% | -43.1% | +0.4% |
| 1Y | +16.6% | +77.9% | -61.3% | -3.1% |
| 3Y | +62.9% | +253.6% | -190.7% | +10.2% |
| 5Y | +60.1% | +615.5% | -555.4% | -12.4% |
| 10Y | +268.7% | +897.1% | -628.4% | +52.9% |
| All | +312.2% | +2,231.3% | -1,919.1% | +9.4% |
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