+855.6%
TRGP vs ESI
+310.7%
+544.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +2.4% |
| 7D | -0.6% | -2.3% | +1.8% | +0.5% |
| 30D | +10.0% | -9.0% | +19.0% | +14.6% |
| 3M | +7.6% | -13.3% | +20.9% | +12.2% |
| 6M | +26.8% | +5.3% | +21.5% | +15.0% |
| YTD | +60.6% | +37.6% | +22.9% | +22.5% |
| 1Y | +82.5% | +33.6% | +48.9% | +39.9% |
| 3Y | +265.0% | +75.8% | +189.2% | +123.0% |
| 5Y | +645.9% | +68.6% | +577.3% | +344.1% |
| All | +855.6% | +310.7% | +544.9% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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