+706.7%
ETN vs TRGP
+863.3%
-156.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.1% |
| 7D | +3.5% | +0.1% | +3.5% | +3.5% |
| 30D | -7.5% | +8.0% | -15.6% | -9.6% |
| 3M | +8.3% | +8.3% | +0.1% | +5.5% |
| 6M | +20.2% | +23.9% | -3.7% | +12.5% |
| YTD | +34.7% | +59.6% | -25.0% | +17.5% |
| 1Y | +19.4% | +79.4% | -60.0% | +0.5% |
| 3Y | +85.5% | +269.4% | -183.9% | +29.2% |
| 5Y | +186.6% | +641.6% | -455.1% | +64.7% |
| All | +706.7% | +863.3% | -156.6% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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