+147.8%
XEL vs TRGP
+863.3%
-715.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -3.9% | +8.0% | -12.0% | -4.4% |
| 3M | -2.8% | +8.3% | -11.1% | -3.3% |
| 6M | -5.4% | +23.9% | -29.3% | -6.5% |
| YTD | +3.8% | +59.6% | -55.9% | +1.1% |
| 1Y | +6.8% | +79.4% | -72.6% | +3.5% |
| 3Y | +45.6% | +269.4% | -223.8% | +35.8% |
| 5Y | +30.7% | +641.6% | -611.0% | +18.6% |
| All | +147.8% | +863.3% | -715.4% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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