+500.5%
TRGP vs EFV
+93.2%
+407.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +12.4% | +2.5% | +9.8% | +10.2% |
| 30D | +2.6% | +2.9% | -0.3% | +0.2% |
| 3M | +11.9% | -1.4% | +13.3% | +12.7% |
| 6M | +13.9% | +5.5% | +8.4% | +7.9% |
| YTD | +64.2% | +16.1% | +48.1% | +40.7% |
| 1Y | +78.5% | +20.3% | +58.2% | +47.6% |
| 3Y | +272.9% | +90.4% | +182.5% | +89.1% |
| All | +500.5% | +93.2% | +407.3% | +188.7% |
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