+620.9%
TRGP vs EFV
+95.9%
+525.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.7% |
| 30D | +8.0% | +0.6% | +7.4% | +7.3% |
| 3M | +8.3% | +7.5% | +0.7% | +1.4% |
| 6M | +23.9% | +13.0% | +10.9% | +9.9% |
| YTD | +59.6% | +18.3% | +41.3% | +34.7% |
| 1Y | +79.4% | +26.7% | +52.7% | +41.4% |
| 3Y | +269.4% | +89.6% | +179.9% | +88.4% |
| All | +620.9% | +95.9% | +525.0% | +250.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling