+822.7%
EW vs TRGP
+2,291.1%
-1,468.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.2% |
| 7D | +4.9% | +9.0% | -4.1% | +3.6% |
| 30D | +24.1% | +1.5% | +22.6% | +23.5% |
| 3M | +13.7% | +10.7% | +3.0% | +11.6% |
| 6M | +32.7% | +17.1% | +15.6% | +28.9% |
| YTD | +24.1% | +63.6% | -39.5% | +14.5% |
| 1Y | +23.6% | +77.0% | -53.3% | +12.6% |
| 3Y | +64.8% | +273.2% | -208.4% | +32.6% |
| 5Y | -8.8% | +508.6% | -517.4% | -32.4% |
| 10Y | +248.8% | +817.8% | -569.0% | +117.3% |
| All | +822.7% | +2,291.1% | -1,468.4% | +251.6% |
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