+178.5%
EXE vs TRGP
+968.6%
-790.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -0.3% | +0.8% | -1.0% | -0.7% |
| 30D | +8.5% | +11.5% | -3.1% | +1.4% |
| 3M | +5.5% | +9.0% | -3.5% | -0.4% |
| 6M | -5.9% | +20.5% | -26.4% | -16.5% |
| YTD | -9.7% | +59.5% | -69.2% | -32.5% |
| 1Y | +3.6% | +77.9% | -74.3% | -27.8% |
| 3Y | +18.0% | +253.6% | -235.5% | -50.8% |
| 5Y | +109.4% | +615.5% | -506.0% | -41.8% |
| All | +178.5% | +968.6% | -790.2% | -33.1% |
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