+101.4%
EXE vs TRGP
+639.4%
-538.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.3% |
| 30D | -0.4% | +9.5% | -9.8% | -6.0% |
| 3M | +9.5% | +10.8% | -1.3% | +2.0% |
| 6M | -9.3% | +25.3% | -34.7% | -22.0% |
| YTD | -10.9% | +60.3% | -71.2% | -34.7% |
| 1Y | +4.3% | +84.6% | -80.3% | -30.5% |
| 3Y | +18.8% | +264.4% | -245.5% | -55.7% |
| 5Y | +101.4% | +636.6% | -535.2% | -60.6% |
| All | +101.4% | +639.4% | -538.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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