+549.7%
TRGP vs ESTC
+23.7%
+526.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | +9.5% | +13.4% | -4.0% | +5.8% |
| 3M | +10.8% | +41.3% | -30.5% | +1.7% |
| 6M | +25.3% | +62.6% | -37.3% | +10.4% |
| YTD | +60.3% | +14.8% | +45.5% | +50.8% |
| 1Y | +84.6% | -5.1% | +89.6% | +79.8% |
| 3Y | +264.4% | +11.2% | +253.2% | +213.5% |
| 5Y | +636.6% | -47.0% | +683.6% | +628.8% |
| All | +549.7% | +23.7% | +526.0% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling