+87.9%
TRGP vs ET
+24.7%
+63.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.1% | -0.9% |
| 7D | -6.5% | -6.0% | -0.4% | +0.1% |
| 30D | -0.4% | -6.1% | +5.6% | +6.6% |
| 3M | +8.8% | -2.7% | +11.5% | +12.8% |
| 6M | +11.0% | +0.2% | +10.8% | +12.2% |
| YTD | +57.4% | +24.3% | +33.0% | +36.7% |
| 1Y | +87.9% | +26.4% | +61.5% | +60.9% |
| All | +87.9% | +24.7% | +63.1% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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