+2,207.9%
TRGP vs XHB
+577.7%
+1,630.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +3.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.8% |
| 30D | +14.6% | -9.1% | +23.6% | +21.6% |
| 3M | +11.9% | -2.3% | +14.3% | +11.2% |
| 6M | +25.3% | -4.1% | +29.4% | +23.8% |
| YTD | +61.9% | -1.7% | +63.6% | +56.0% |
| 1Y | +87.3% | -15.1% | +102.4% | +99.7% |
| 3Y | +268.0% | +26.8% | +241.2% | +168.0% |
| 5Y | +638.2% | +37.3% | +600.9% | +377.3% |
| 10Y | +821.9% | +205.7% | +616.3% | +218.8% |
| All | +2,207.9% | +577.7% | +1,630.2% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling