+2,207.9%
TRGP vs EME
+2,848.3%
-640.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | 0.0% |
| 7D | -0.6% | +5.2% | -5.8% | -3.4% |
| 30D | +14.6% | -5.4% | +19.9% | +17.5% |
| 3M | +11.9% | -6.1% | +18.0% | +12.3% |
| 6M | +25.3% | +9.7% | +15.6% | +12.7% |
| YTD | +61.9% | +26.6% | +35.3% | +32.0% |
| 1Y | +87.3% | +24.6% | +62.6% | +48.7% |
| 3Y | +268.0% | +249.6% | +18.4% | +35.5% |
| 5Y | +638.2% | +556.6% | +81.7% | +66.9% |
| 10Y | +821.9% | +1,286.6% | -464.7% | +32.0% |
| All | +2,207.9% | +2,848.3% | -640.4% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling