+855.6%
TRGP vs EL
+25.3%
+830.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | -0.6% | -4.4% | +3.8% | +0.6% |
| 30D | +10.0% | +10.3% | -0.3% | +6.4% |
| 3M | +7.6% | +13.4% | -5.8% | +2.8% |
| 6M | +26.8% | +3.1% | +23.7% | +22.8% |
| YTD | +60.6% | -6.9% | +67.5% | +58.1% |
| 1Y | +82.5% | +11.9% | +70.6% | +67.5% |
| 3Y | +265.0% | -33.8% | +298.8% | +275.8% |
| 5Y | +645.9% | -69.0% | +714.9% | +969.7% |
| All | +855.6% | +25.3% | +830.3% | +703.8% |
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