+630.1%
EWT vs TRGP
+2,242.0%
-1,611.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +9.4% | +9.5% | -0.1% | +7.7% |
| 3M | +10.9% | +10.8% | +0.1% | +8.7% |
| 6M | +57.9% | +25.3% | +32.6% | +51.5% |
| YTD | +75.9% | +60.3% | +15.7% | +62.1% |
| 1Y | +89.7% | +84.6% | +5.2% | +70.5% |
| 3Y | +200.9% | +264.4% | -63.5% | +140.8% |
| 5Y | +154.5% | +636.6% | -482.1% | +81.2% |
| 10Y | +520.8% | +848.9% | -328.1% | +276.8% |
| All | +630.1% | +2,242.0% | -1,611.9% | +190.4% |
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