+508.6%
ETR vs TRGP
+2,299.4%
-1,790.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | +1.2% | +12.4% | -11.2% | -0.2% |
| 30D | +7.0% | +2.6% | +4.4% | +6.6% |
| 3M | +4.6% | +11.9% | -7.3% | +3.0% |
| 6M | +0.1% | +13.9% | -13.8% | -1.7% |
| YTD | +23.2% | +64.2% | -41.0% | +15.8% |
| 1Y | +20.6% | +78.5% | -57.9% | +12.2% |
| 3Y | +156.3% | +272.9% | -116.6% | +118.6% |
| 5Y | +159.6% | +510.7% | -351.1% | +108.7% |
| 10Y | +377.1% | +821.0% | -443.9% | +233.5% |
| All | +508.6% | +2,299.4% | -1,790.8% | +235.1% |
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