+540.3%
TRGP vs ESI
+195.2%
+345.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -5.8% | -6.6% | +0.8% | -2.7% |
| 30D | -1.5% | -9.8% | +8.3% | +3.0% |
| 3M | +6.1% | -11.9% | +18.0% | +10.9% |
| 6M | +14.4% | -25.1% | +39.5% | +25.8% |
| YTD | +55.3% | +31.9% | +23.5% | +22.5% |
| 1Y | +69.1% | +19.2% | +49.9% | +40.1% |
| 3Y | +254.3% | +76.2% | +178.1% | +125.9% |
| 5Y | +471.4% | +39.4% | +432.0% | +301.3% |
| 10Y | +773.0% | +304.9% | +468.1% | +234.0% |
| All | +540.3% | +195.2% | +345.0% | +199.0% |
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