+409.5%
TRGP vs EXR
-0.3%
+409.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -16.0% | +5.2% | -21.2% | -17.2% |
| 30D | -6.4% | +20.9% | -27.3% | -11.0% |
| 3M | -1.0% | +7.7% | -8.7% | -3.0% |
| 6M | +7.0% | +13.2% | -6.2% | +3.1% |
| YTD | +46.1% | +26.5% | +19.6% | +35.8% |
| 1Y | +58.7% | +27.2% | +31.5% | +47.3% |
| 3Y | +221.9% | +71.5% | +150.3% | +159.8% |
| All | +409.5% | -0.3% | +409.9% | +367.8% |
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