+2,207.9%
TRGP vs XME
+118.2%
+2,089.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.7% |
| 7D | -0.6% | +3.6% | -4.2% | -3.0% |
| 30D | +14.6% | +3.6% | +10.9% | +11.0% |
| 3M | +11.9% | +1.2% | +10.7% | +8.3% |
| 6M | +25.3% | +9.0% | +16.2% | +12.1% |
| YTD | +61.9% | +15.9% | +45.9% | +36.3% |
| 1Y | +87.3% | +43.2% | +44.1% | +32.1% |
| 3Y | +268.0% | +137.4% | +130.6% | +71.2% |
| 5Y | +638.2% | +185.0% | +453.2% | +187.0% |
| 10Y | +821.9% | +409.5% | +412.5% | +137.8% |
| All | +2,207.9% | +118.2% | +2,089.7% | +701.0% |
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