+850.1%
TRGP vs EAT
+374.9%
+475.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | +0.1% | -7.7% | +7.8% | +3.0% |
| 30D | +8.0% | -13.6% | +21.6% | +13.5% |
| 3M | +8.3% | +33.9% | -25.6% | -4.1% |
| 6M | +23.9% | +47.2% | -23.3% | +3.2% |
| YTD | +59.6% | +48.1% | +11.6% | +31.3% |
| 1Y | +79.4% | +33.7% | +45.7% | +50.8% |
| 3Y | +269.4% | +595.8% | -326.3% | +43.1% |
| 5Y | +641.6% | +314.4% | +327.3% | +224.7% |
| All | +850.1% | +374.9% | +475.2% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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