+556.2%
TRGP vs ESTC
+26.3%
+529.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.2% |
| 7D | -0.6% | -4.3% | +3.7% | +0.2% |
| 30D | +14.6% | +17.7% | -3.2% | +9.9% |
| 3M | +11.9% | +42.3% | -30.4% | +2.6% |
| 6M | +25.3% | +64.6% | -39.3% | +10.1% |
| YTD | +61.9% | +17.2% | +44.7% | +51.6% |
| 1Y | +87.3% | -4.2% | +91.5% | +82.2% |
| 3Y | +268.0% | +13.5% | +254.5% | +215.3% |
| 5Y | +638.2% | -45.5% | +683.8% | +625.6% |
| All | +556.2% | +26.3% | +529.9% | +258.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling