+153.4%
EXE vs TRGP
+999.9%
-846.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +5.3% | +12.4% | -7.0% | -1.5% |
| 30D | -2.2% | +2.6% | -4.8% | -4.1% |
| 3M | -5.9% | +11.9% | -17.7% | -12.5% |
| 6M | -5.7% | +13.9% | -19.6% | -13.8% |
| YTD | -17.8% | +64.2% | -82.0% | -39.9% |
| 1Y | -23.1% | +78.5% | -101.6% | -46.6% |
| 3Y | +21.2% | +272.9% | -251.7% | -51.2% |
| 5Y | +78.8% | +510.7% | -431.9% | -47.5% |
| All | +153.4% | +999.9% | -846.4% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling