+2,241.1%
TRGP vs EL
+246.0%
+1,995.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +12.4% | +1.5% | +10.8% | +11.8% |
| 30D | +2.6% | +10.0% | -7.4% | -0.6% |
| 3M | +11.9% | +28.4% | -16.6% | +2.2% |
| 6M | +13.9% | +37.1% | -23.1% | +0.8% |
| YTD | +64.2% | +7.8% | +56.4% | +53.1% |
| 1Y | +78.5% | +26.0% | +52.5% | +56.7% |
| 3Y | +272.9% | +3.8% | +269.1% | +218.6% |
| 5Y | +510.7% | -65.2% | +575.9% | +729.5% |
| 10Y | +821.0% | +62.1% | +758.8% | +493.7% |
| All | +2,241.1% | +246.0% | +1,995.2% | +1,166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling