+409.5%
TRGP vs ES
+1.4%
+408.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | -16.0% | +1.9% | -17.9% | -16.5% |
| 30D | -6.4% | +7.1% | -13.5% | -8.3% |
| 3M | -1.0% | -1.9% | +1.0% | -0.6% |
| 6M | +7.0% | +4.4% | +2.6% | +5.3% |
| YTD | +46.1% | +7.3% | +38.8% | +42.1% |
| 1Y | +58.7% | +2.1% | +56.6% | +55.9% |
| 3Y | +221.9% | +41.8% | +180.0% | +176.2% |
| All | +409.5% | +1.4% | +408.1% | +391.6% |
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