+2,174.7%
TRGP vs ES
+282.6%
+1,892.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 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% | +55.6% |
| 1Y | +77.9% | +17.2% | +60.7% | +68.8% |
| 3Y | +253.6% | +29.3% | +224.3% | +221.6% |
| 5Y | +615.5% | -5.7% | +621.2% | +608.0% |
| 10Y | +897.1% | +85.2% | +811.9% | +680.2% |
| All | +2,174.7% | +282.6% | +1,892.1% | +877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling