+69.1%
TRGP vs ESTC
-3.0%
+72.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +2.6% |
| 7D | -5.8% | -3.6% | -2.2% | -6.0% |
| 30D | -1.5% | -11.2% | +9.7% | -2.1% |
| 3M | +6.1% | +14.3% | -8.2% | +7.9% |
| 6M | +14.4% | +67.0% | -52.6% | +20.2% |
| YTD | +55.3% | +15.7% | +39.7% | +61.8% |
| 1Y | +69.1% | -6.3% | +75.4% | +79.1% |
| All | +69.1% | -3.0% | +72.2% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling