+546.8%
TRGP vs ESTC
+31.2%
+515.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.3% |
| 7D | +0.8% | -8.1% | +8.9% | +2.4% |
| 30D | +11.5% | +31.7% | -20.2% | +4.4% |
| 3M | +9.0% | +41.1% | -32.1% | +0.1% |
| 6M | +20.5% | +77.1% | -56.6% | +4.3% |
| YTD | +59.5% | +21.7% | +37.8% | +48.4% |
| 1Y | +77.9% | +8.4% | +69.5% | +68.2% |
| 3Y | +253.6% | +23.6% | +230.0% | +196.5% |
| 5Y | +615.5% | -46.5% | +661.9% | +613.6% |
| All | +546.8% | +31.2% | +515.6% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling