+684.0%
EW vs TRGP
+2,231.3%
-1,547.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +1.0% | +11.5% | -10.5% | -0.7% |
| 3M | +2.8% | +9.0% | -6.2% | +1.2% |
| 6M | +5.5% | +20.5% | -15.0% | +2.2% |
| YTD | +5.5% | +59.5% | -54.1% | -2.1% |
| 1Y | +11.0% | +77.9% | -66.9% | +1.2% |
| 3Y | +17.7% | +253.6% | -235.9% | -4.4% |
| 5Y | -25.7% | +615.5% | -641.2% | -46.1% |
| 10Y | +132.8% | +897.1% | -764.3% | +43.7% |
| All | +684.0% | +2,231.3% | -1,547.3% | +200.7% |
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