+2,207.9%
TRGP vs ET
+575.8%
+1,632.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.9% |
| 30D | +14.6% | +6.9% | +7.7% | +9.5% |
| 3M | +11.9% | +13.1% | -1.1% | +3.0% |
| 6M | +25.3% | +18.7% | +6.6% | +11.6% |
| YTD | +61.9% | +37.4% | +24.4% | +30.3% |
| 1Y | +87.3% | +34.8% | +52.5% | +52.7% |
| 3Y | +268.0% | +96.8% | +171.2% | +133.7% |
| 5Y | +638.2% | +238.2% | +400.0% | +227.4% |
| 10Y | +821.9% | +159.4% | +662.5% | +417.9% |
| All | +2,207.9% | +575.8% | +1,632.1% | +649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling