+331.6%
EWY vs TRGP
+2,242.0%
-1,910.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.6% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +17.0% | +9.5% | +7.5% | +14.8% |
| 3M | +3.7% | +10.8% | -7.2% | +1.2% |
| 6M | +42.5% | +25.3% | +17.2% | +35.6% |
| YTD | +96.2% | +60.3% | +36.0% | +78.4% |
| 1Y | +160.4% | +84.6% | +75.8% | +129.8% |
| 3Y | +231.7% | +264.4% | -32.7% | +154.8% |
| 5Y | +153.3% | +636.6% | -483.3% | +69.6% |
| 10Y | +308.8% | +848.9% | -540.1% | +127.7% |
| All | +331.6% | +2,242.0% | -1,910.4% | +32.2% |
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