+850.1%
TRGP vs EME
+1,362.1%
-512.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -3.0% |
| 7D | +0.1% | +3.5% | -3.4% | -2.0% |
| 30D | +8.0% | -6.3% | +14.4% | +11.4% |
| 3M | +8.3% | -3.8% | +12.0% | +7.4% |
| 6M | +23.9% | +8.5% | +15.4% | +11.9% |
| YTD | +59.6% | +27.8% | +31.8% | +28.3% |
| 1Y | +79.4% | +22.2% | +57.2% | +42.8% |
| 3Y | +269.4% | +253.5% | +16.0% | +23.7% |
| 5Y | +641.6% | +578.6% | +63.0% | +38.7% |
| All | +850.1% | +1,362.1% | -512.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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