+620.9%
TRGP vs ET
+241.8%
+379.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | +0.2% |
| 7D | +0.1% | +0.2% | -0.2% | -0.2% |
| 30D | +8.0% | +2.9% | +5.2% | +5.4% |
| 3M | +8.3% | +16.8% | -8.5% | -5.8% |
| 6M | +23.9% | +18.9% | +5.0% | +6.2% |
| YTD | +59.6% | +37.7% | +21.9% | +19.7% |
| 1Y | +79.4% | +32.4% | +47.0% | +39.3% |
| 3Y | +269.4% | +99.5% | +169.9% | +99.5% |
| All | +620.9% | +241.8% | +379.2% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling