+576.7%
TRGP vs ESI
+198.2%
+378.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +12.4% | +5.5% | +6.9% | +9.5% |
| 30D | +2.6% | -7.8% | +10.4% | +6.1% |
| 3M | +11.9% | -15.0% | +26.9% | +19.0% |
| 6M | +13.9% | -24.9% | +38.8% | +25.2% |
| YTD | +64.2% | +33.2% | +31.0% | +28.9% |
| 1Y | +78.5% | +24.9% | +53.6% | +44.2% |
| 3Y | +272.9% | +77.8% | +195.2% | +136.7% |
| 5Y | +510.7% | +37.1% | +473.6% | +333.3% |
| 10Y | +821.0% | +320.5% | +500.4% | +246.4% |
| All | +576.7% | +198.2% | +378.5% | +214.4% |
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