+810.9%
TRGP vs EXR
+216.3%
+594.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +12.4% | -0.4% | +12.8% | +12.5% |
| 30D | +2.6% | +18.2% | -15.6% | -1.8% |
| 3M | +11.9% | +7.3% | +4.5% | +9.7% |
| 6M | +13.9% | +13.8% | +0.1% | +9.7% |
| YTD | +64.2% | +25.9% | +38.3% | +53.2% |
| 1Y | +78.5% | +25.8% | +52.7% | +66.6% |
| 3Y | +272.9% | +53.7% | +219.2% | +221.6% |
| 5Y | +510.7% | -1.8% | +512.5% | +491.7% |
| All | +810.9% | +216.3% | +594.6% | +678.4% |
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