+636.6%
TRGP vs XHB
+34.8%
+601.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | +9.5% | -8.3% | +17.8% | +12.1% |
| 3M | +10.8% | -7.1% | +18.0% | +12.3% |
| 6M | +25.3% | -5.3% | +30.6% | +25.3% |
| YTD | +60.3% | -3.2% | +63.5% | +58.4% |
| 1Y | +84.6% | -13.9% | +98.4% | +90.6% |
| 3Y | +264.4% | +24.9% | +239.4% | +208.7% |
| 5Y | +636.6% | +34.5% | +602.1% | +488.6% |
| All | +636.6% | +34.8% | +601.7% | +488.6% |
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