+821.9%
TRGP vs ES
+85.1%
+736.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.3% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +14.6% | -1.2% | +15.7% | +14.8% |
| 3M | +11.9% | +5.0% | +6.9% | +10.7% |
| 6M | +25.3% | -2.8% | +28.1% | +25.7% |
| YTD | +61.9% | +8.6% | +53.3% | +58.5% |
| 1Y | +87.3% | +18.9% | +68.3% | +79.0% |
| 3Y | +268.0% | +32.1% | +235.9% | +239.7% |
| 5Y | +638.2% | -5.1% | +643.3% | +628.3% |
| 10Y | +821.9% | +84.2% | +737.7% | +872.3% |
| All | +821.9% | +85.1% | +736.8% | +872.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ES 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling