+179.2%
XLE vs TRGP
+822.5%
-643.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | +5.4% | +12.4% | -7.0% | -0.3% |
| 30D | -3.9% | +2.6% | -6.6% | -5.2% |
| 3M | +7.0% | +11.9% | -4.8% | +1.2% |
| 6M | +14.2% | +13.9% | +0.3% | +7.0% |
| YTD | +48.2% | +64.2% | -16.0% | +16.8% |
| 1Y | +47.7% | +78.5% | -30.8% | +12.0% |
| 3Y | +70.0% | +272.9% | -202.9% | -10.1% |
| 5Y | +169.1% | +510.7% | -341.6% | +14.5% |
| All | +179.2% | +822.5% | -643.3% | -17.5% |
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