+35.6%
EWZ vs TRGP
+80.7%
-45.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +6.5% | +0.8% | +5.7% | +6.4% |
| 30D | +4.8% | +11.5% | -6.7% | +3.8% |
| 3M | +9.9% | +9.0% | +0.9% | +8.9% |
| 6M | +1.9% | +20.5% | -18.5% | -0.6% |
| YTD | +20.3% | +59.5% | -39.2% | +10.8% |
| 1Y | +35.6% | +77.9% | -42.3% | +20.9% |
| All | +35.6% | +80.7% | -45.1% | +20.9% |
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 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