+268.0%
TRGP vs ESI
+82.9%
+185.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -0.6% | +5.4% | -6.0% | -1.5% |
| 30D | +14.6% | -4.2% | +18.8% | +15.2% |
| 3M | +11.9% | -9.6% | +21.5% | +12.8% |
| 6M | +25.3% | +18.3% | +7.0% | +15.4% |
| YTD | +61.9% | +45.8% | +16.0% | +37.6% |
| 1Y | +87.3% | +39.2% | +48.1% | +61.1% |
| 3Y | +268.0% | +86.3% | +181.7% | +180.8% |
| All | +268.0% | +82.9% | +185.1% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling