+638.2%
TRGP vs EXR
-10.8%
+649.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | +14.6% | -6.9% | +21.5% | +16.7% |
| 3M | +11.9% | -3.0% | +14.9% | +12.6% |
| 6M | +25.3% | -2.9% | +28.2% | +25.6% |
| YTD | +61.9% | +9.3% | +52.6% | +56.6% |
| 1Y | +87.3% | -0.9% | +88.2% | +86.1% |
| 3Y | +268.0% | +24.7% | +243.3% | +231.2% |
| 5Y | +638.2% | -11.7% | +649.9% | +653.3% |
| All | +638.2% | -10.8% | +649.0% | +653.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling