+2,241.1%
TRGP vs XME
+70.6%
+2,170.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.4% |
| 7D | +12.4% | +0.3% | +12.1% | +12.0% |
| 30D | +2.6% | -6.1% | +8.7% | +6.4% |
| 3M | +11.9% | -18.6% | +30.5% | +25.9% |
| 6M | +13.9% | -23.9% | +37.8% | +30.5% |
| YTD | +64.2% | -9.3% | +73.5% | +61.0% |
| 1Y | +78.5% | +1.8% | +76.7% | +60.3% |
| 3Y | +272.9% | +93.0% | +179.9% | +96.5% |
| 5Y | +510.7% | +107.0% | +403.7% | +193.8% |
| 10Y | +821.0% | +266.9% | +554.0% | +192.2% |
| All | +2,241.1% | +70.6% | +2,170.5% | +846.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling