+432.4%
TRGP vs ESTC
-48.1%
+480.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.4% | +2.9% |
| 7D | -7.2% | -1.2% | -6.0% | -7.0% |
| 30D | -4.2% | -8.1% | +3.9% | -3.5% |
| 3M | +7.0% | +20.2% | -13.2% | +4.4% |
| 6M | +11.2% | +72.7% | -61.5% | +3.7% |
| YTD | +51.1% | +19.6% | +31.5% | +46.2% |
| 1Y | +62.0% | +0.3% | +61.8% | +60.1% |
| 3Y | +248.2% | +22.8% | +225.4% | +221.3% |
| 5Y | +432.4% | -50.9% | +483.3% | +371.4% |
| All | +432.4% | -48.1% | +480.5% | +371.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling