+1,096.9%
ETN vs TRGP
+2,246.2%
-1,149.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | -10.9% | +10.0% | -20.9% | -13.3% |
| 3M | +9.2% | +7.6% | +1.6% | +6.6% |
| 6M | +13.9% | +26.8% | -12.9% | +6.2% |
| YTD | +29.5% | +60.6% | -31.0% | +13.4% |
| 1Y | +14.2% | +82.5% | -68.3% | -3.8% |
| 3Y | +79.9% | +265.0% | -185.1% | +26.8% |
| 5Y | +175.7% | +645.9% | -470.2% | +59.9% |
| 10Y | +693.2% | +850.6% | -157.4% | +261.7% |
| All | +1,096.9% | +2,246.2% | -1,149.4% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling