+807.8%
TRGP vs EL
+60.4%
+747.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.0% |
| 7D | +9.0% | +2.7% | +6.3% | +8.2% |
| 30D | +1.5% | +10.8% | -9.3% | -1.5% |
| 3M | +10.7% | +26.5% | -15.7% | +2.8% |
| 6M | +17.1% | +31.1% | -14.0% | +6.6% |
| YTD | +63.6% | +6.6% | +57.0% | +54.7% |
| 1Y | +77.0% | +21.8% | +55.2% | +59.6% |
| 3Y | +273.2% | +1.8% | +271.4% | +226.6% |
| 5Y | +508.6% | -65.6% | +574.2% | +764.4% |
| All | +807.8% | +60.4% | +747.4% | +578.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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