+850.1%
TRGP vs EXEL
+375.2%
+475.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +0.1% | -4.9% | +5.0% | +1.0% |
| 30D | +8.0% | +11.4% | -3.4% | +5.7% |
| 3M | +8.3% | +4.9% | +3.4% | +6.7% |
| 6M | +23.9% | +34.4% | -10.5% | +15.4% |
| YTD | +59.6% | +28.0% | +31.6% | +49.7% |
| 1Y | +79.4% | +43.6% | +35.8% | +63.3% |
| 3Y | +269.4% | +155.2% | +114.2% | +185.5% |
| 5Y | +641.6% | +181.2% | +460.5% | +450.1% |
| All | +850.1% | +375.2% | +475.0% | +597.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling