+834.4%
EW vs TRGP
+2,299.4%
-1,465.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +4.9% | +12.4% | -7.5% | +3.2% |
| 30D | +23.9% | +2.6% | +21.3% | +23.2% |
| 3M | +15.8% | +11.9% | +3.9% | +13.5% |
| 6M | +31.7% | +13.9% | +17.7% | +28.4% |
| YTD | +25.7% | +64.2% | -38.5% | +15.9% |
| 1Y | +24.4% | +78.5% | -54.1% | +13.2% |
| 3Y | +65.9% | +272.9% | -207.0% | +33.5% |
| 5Y | -7.6% | +510.7% | -518.3% | -31.6% |
| 10Y | +253.2% | +821.0% | -567.8% | +120.0% |
| All | +834.4% | +2,299.4% | -1,465.0% | +255.9% |
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 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