+773.0%
TRGP vs EXR
+205.9%
+567.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | -5.8% | +1.7% | -7.5% | -6.2% |
| 30D | -1.5% | +18.0% | -19.5% | -5.7% |
| 3M | +6.1% | +9.7% | -3.6% | +3.4% |
| 6M | +14.4% | +13.4% | +0.9% | +10.2% |
| YTD | +55.3% | +26.3% | +29.1% | +44.9% |
| 1Y | +69.1% | +27.6% | +41.6% | +57.3% |
| 3Y | +254.3% | +52.2% | +202.1% | +206.5% |
| 5Y | +471.4% | -1.1% | +472.5% | +452.7% |
| 10Y | +773.0% | +216.8% | +556.2% | +651.7% |
| All | +773.0% | +205.9% | +567.1% | +651.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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