+2,241.1%
TRGP vs XHB
+590.4%
+1,650.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +12.4% | -0.2% | +12.6% | +12.4% |
| 30D | +2.6% | +9.9% | -7.3% | -4.8% |
| 3M | +11.9% | -6.3% | +18.1% | +14.9% |
| 6M | +13.9% | +3.8% | +10.1% | +6.6% |
| YTD | +64.2% | +0.1% | +64.1% | +54.2% |
| 1Y | +78.5% | -0.8% | +79.3% | +68.1% |
| 3Y | +272.9% | +35.6% | +237.3% | +155.6% |
| 5Y | +510.7% | +29.6% | +481.2% | +313.0% |
| 10Y | +821.0% | +237.5% | +583.4% | +194.2% |
| All | +2,241.1% | +590.4% | +1,650.7% | +396.0% |
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