+84.1%
EWZ vs TRGP
+843.4%
-759.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | +5.6% | -0.6% | +6.2% | +5.7% |
| 30D | +9.3% | +14.6% | -5.3% | +4.9% |
| 3M | +15.7% | +11.9% | +3.8% | +11.5% |
| 6M | +7.4% | +25.3% | -17.8% | -0.2% |
| YTD | +22.7% | +61.9% | -39.2% | +5.7% |
| 1Y | +36.4% | +87.3% | -50.9% | +12.2% |
| 3Y | +50.4% | +268.0% | -217.6% | -1.2% |
| 5Y | +67.6% | +638.2% | -570.6% | -11.7% |
| 10Y | +84.1% | +821.9% | -737.9% | -23.8% |
| All | +84.1% | +843.4% | -759.3% | -23.8% |
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