+739.5%
TRGP vs ES
+82.6%
+656.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -4.2% | +5.7% | -9.9% | -5.4% |
| 3M | +7.0% | -2.8% | +9.7% | +7.4% |
| 6M | +11.2% | +7.0% | +4.3% | +9.3% |
| YTD | +51.1% | +6.8% | +44.3% | +48.3% |
| 1Y | +62.0% | -0.5% | +62.5% | +61.0% |
| 3Y | +248.2% | +47.2% | +201.0% | +213.6% |
| 5Y | +432.4% | +2.3% | +430.1% | +419.3% |
| 10Y | +739.5% | +85.6% | +653.9% | +833.7% |
| All | +739.5% | +82.6% | +656.9% | +833.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling