+22.5%
TRGP vs XE
-47.4%
+69.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.4% | -0.6% |
| 7D | -0.6% | -11.4% | +10.9% | -1.6% |
| 30D | +10.0% | -23.0% | +33.0% | +7.5% |
| 3M | +7.6% | -12.1% | +19.7% | +7.0% |
| All | +22.5% | -47.4% | +69.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling