+500.5%
TRGP vs XHB
+28.9%
+471.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +12.4% | -0.2% | +12.6% | +12.4% |
| 30D | +2.6% | +9.9% | -7.3% | -0.4% |
| 3M | +11.9% | -6.3% | +18.1% | +13.4% |
| 6M | +13.9% | +3.8% | +10.1% | +10.7% |
| YTD | +64.2% | +0.1% | +64.1% | +60.1% |
| 1Y | +78.5% | -0.8% | +79.3% | +74.4% |
| 3Y | +272.9% | +35.6% | +237.3% | +205.7% |
| All | +500.5% | +28.9% | +471.7% | +383.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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