+557.5%
TRGP vs ESI
+224.6%
+332.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.6% |
| 7D | +0.8% | +3.3% | -2.5% | -0.9% |
| 30D | +11.5% | -5.9% | +17.4% | +14.2% |
| 3M | +9.0% | -14.1% | +23.1% | +14.1% |
| 6M | +20.5% | +6.6% | +13.9% | +9.6% |
| YTD | +59.5% | +45.0% | +14.5% | +21.7% |
| 1Y | +77.9% | +41.5% | +36.5% | +35.9% |
| 3Y | +253.6% | +78.8% | +174.8% | +127.1% |
| 5Y | +615.5% | +70.9% | +544.6% | +353.8% |
| 10Y | +897.1% | +317.1% | +580.0% | +277.3% |
| All | +557.5% | +224.6% | +332.9% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling