+124.0%
EW vs TRGP
+868.8%
-744.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | -7.4% | +10.0% | -17.3% | -8.8% |
| 3M | +0.9% | +7.6% | -6.7% | -0.5% |
| 6M | +1.2% | +26.8% | -25.6% | -3.0% |
| YTD | +1.8% | +60.6% | -58.8% | -6.0% |
| 1Y | +10.8% | +82.5% | -71.6% | +0.1% |
| 3Y | +17.1% | +265.0% | -247.9% | -6.6% |
| 5Y | -28.2% | +645.9% | -674.1% | -49.3% |
| All | +124.0% | +868.8% | -744.8% | +41.9% |
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