+147.8%
EWY vs TRGP
+82.5%
+65.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.1% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +7.3% | +8.0% | -0.7% | +8.8% |
| 3M | -5.1% | +8.3% | -13.4% | -3.5% |
| 6M | +42.1% | +23.9% | +18.1% | +43.4% |
| YTD | +94.1% | +59.6% | +34.5% | +94.0% |
| 1Y | +147.8% | +79.4% | +68.4% | +147.4% |
| All | +147.8% | +82.5% | +65.4% | +147.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling