+1,983.3%
TRGP vs ES
+280.5%
+1,702.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -1.0% | -1.9% | +1.0% | -0.7% |
| 6M | +7.0% | +4.4% | +2.6% | +5.4% |
| YTD | +46.1% | +7.3% | +38.8% | +42.5% |
| 1Y | +58.7% | +2.1% | +56.6% | +56.3% |
| 3Y | +221.9% | +41.8% | +180.0% | +185.3% |
| 5Y | +419.9% | +1.4% | +418.4% | +404.4% |
| 10Y | +769.8% | +86.8% | +683.0% | +576.9% |
| All | +1,983.3% | +280.5% | +1,702.8% | +795.0% |
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