+87.9%
TRGP vs EFV
+25.8%
+62.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.7% | -3.9% |
| 7D | -6.5% | +2.9% | -9.3% | -5.9% |
| 30D | -0.4% | +3.6% | -4.0% | +0.3% |
| 3M | +8.8% | -0.1% | +8.9% | +9.1% |
| 6M | +11.0% | +9.6% | +1.4% | +11.2% |
| YTD | +57.4% | +17.0% | +40.4% | +50.8% |
| 1Y | +87.9% | +25.7% | +62.2% | +74.1% |
| All | +87.9% | +25.8% | +62.0% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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