+2,241.1%
TRGP vs EXEL
+1,046.2%
+1,194.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | +12.4% | -0.8% | +13.2% | +12.5% |
| 30D | +2.6% | +13.1% | -10.5% | +0.6% |
| 3M | +11.9% | +36.3% | -24.5% | +6.3% |
| 6M | +13.9% | +34.5% | -20.6% | +8.1% |
| YTD | +64.2% | +57.4% | +6.8% | +51.0% |
| 1Y | +78.5% | +62.9% | +15.6% | +63.1% |
| 3Y | +272.9% | +229.5% | +43.4% | +196.5% |
| 5Y | +510.7% | +281.2% | +229.5% | +368.5% |
| 10Y | +821.0% | +320.7% | +500.2% | +569.5% |
| All | +2,241.1% | +1,046.2% | +1,194.9% | +1,269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling