+50.3%
EWZ vs TRGP
+772.2%
-721.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.0% |
| 7D | +1.4% | -7.2% | +8.6% | +3.4% |
| 30D | -25.1% | -4.2% | -20.9% | -24.4% |
| 3M | -7.7% | +7.0% | -14.7% | -10.0% |
| 6M | -15.8% | +11.2% | -27.1% | -19.2% |
| YTD | +3.6% | +51.1% | -47.5% | -9.3% |
| 1Y | +5.5% | +62.0% | -56.5% | -9.7% |
| 3Y | +22.1% | +248.2% | -226.1% | -18.8% |
| 5Y | +58.3% | +432.4% | -374.0% | -8.7% |
| 10Y | +50.3% | +739.5% | -689.3% | -37.6% |
| All | +50.3% | +772.2% | -721.9% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling