+4.1%
EWZ vs TRGP
+60.7%
-56.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.8% |
| 7D | +1.4% | -7.2% | +8.6% | +1.7% |
| 30D | -25.1% | -4.2% | -20.9% | -25.1% |
| 3M | -7.7% | +7.0% | -14.7% | -8.3% |
| 6M | -15.8% | +11.2% | -27.1% | -16.9% |
| YTD | +3.6% | +51.1% | -47.5% | -4.5% |
| All | +4.1% | +60.7% | -56.6% | -5.6% |
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 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