+471.4%
TRGP vs EL
-64.5%
+535.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -5.8% | +7.6% | -13.4% | -6.6% |
| 30D | -1.5% | +15.7% | -17.2% | -3.2% |
| 3M | +6.1% | +30.5% | -24.4% | +2.3% |
| 6M | +14.4% | +32.5% | -18.2% | +9.6% |
| YTD | +55.3% | +9.4% | +45.9% | +51.8% |
| 1Y | +69.1% | +28.4% | +40.8% | +60.4% |
| 3Y | +254.3% | +4.4% | +249.8% | +229.2% |
| 5Y | +471.4% | -64.5% | +535.9% | +611.1% |
| All | +471.4% | -64.5% | +535.9% | +611.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling