-16.0%
EWZ vs TRGP
+2,035.2%
-2,051.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.4% |
| 7D | -1.5% | -16.0% | +14.5% | +3.2% |
| 30D | -24.5% | -6.4% | -18.1% | -23.4% |
| 3M | -10.7% | -1.0% | -9.7% | -11.0% |
| 6M | -19.1% | +7.0% | -26.1% | -21.4% |
| YTD | +1.6% | +46.1% | -44.5% | -9.8% |
| 1Y | +4.3% | +58.7% | -54.4% | -9.6% |
| 3Y | +19.0% | +221.9% | -202.9% | -17.6% |
| 5Y | +57.7% | +419.9% | -362.2% | -6.1% |
| 10Y | +51.3% | +769.8% | -718.5% | -35.0% |
| All | -16.0% | +2,035.2% | -2,051.3% | -79.2% |
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