+850.1%
TRGP vs XME
+421.4%
+428.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | +0.1% | -4.2% | +4.3% | +3.0% |
| 30D | +8.0% | -2.7% | +10.7% | +9.1% |
| 3M | +8.3% | -3.9% | +12.2% | +8.8% |
| 6M | +23.9% | -1.0% | +24.9% | +18.0% |
| YTD | +59.6% | +9.8% | +49.8% | +37.3% |
| 1Y | +79.4% | +32.5% | +46.9% | +29.1% |
| 3Y | +269.4% | +124.3% | +145.1% | +62.2% |
| 5Y | +641.6% | +165.8% | +475.8% | +161.1% |
| All | +850.1% | +421.4% | +428.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling