+625.6%
TRGP vs ES
-5.6%
+631.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +11.5% | -2.0% | +13.5% | +12.1% |
| 3M | +9.0% | +1.7% | +7.3% | +8.3% |
| 6M | +20.5% | -3.5% | +24.0% | +21.3% |
| YTD | +59.5% | +7.9% | +51.6% | +55.3% |
| 1Y | +77.9% | +17.2% | +60.7% | +67.5% |
| 3Y | +253.6% | +29.3% | +224.3% | +217.0% |
| All | +625.6% | -5.6% | +631.3% | +638.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling