+2,185.1%
TRGP vs EFV
+204.9%
+1,980.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.1% |
| 30D | +9.5% | 0.0% | +9.4% | +9.3% |
| 3M | +10.8% | +8.4% | +2.4% | -0.1% |
| 6M | +25.3% | +12.3% | +13.0% | +6.9% |
| YTD | +60.3% | +17.4% | +42.9% | +28.9% |
| 1Y | +84.6% | +27.1% | +57.4% | +34.4% |
| 3Y | +264.4% | +90.7% | +173.6% | +57.4% |
| 5Y | +636.6% | +95.6% | +541.0% | +208.8% |
| 10Y | +848.9% | +165.3% | +683.6% | +230.0% |
| All | +2,185.1% | +204.9% | +1,980.2% | +604.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling