+490.6%
ETR vs TRGP
+2,265.4%
-1,774.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +1.9% | +14.6% | -12.7% | +0.2% |
| 3M | +1.0% | +11.9% | -11.0% | -0.5% |
| 6M | +4.8% | +25.3% | -20.4% | +1.9% |
| YTD | +19.5% | +61.9% | -42.3% | +12.7% |
| 1Y | +28.1% | +87.3% | -59.2% | +18.6% |
| 3Y | +151.1% | +268.0% | -116.8% | +114.7% |
| 5Y | +125.2% | +638.2% | -513.1% | +77.7% |
| 10Y | +291.1% | +821.9% | -530.8% | +173.7% |
| All | +490.6% | +2,265.4% | -1,774.7% | +226.3% |
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