+54.9%
XLE vs TRGP
+265.9%
-210.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | +12.6% | +14.6% | -1.9% | +4.6% |
| 3M | +11.8% | +11.9% | -0.1% | +4.9% |
| 6M | +16.1% | +25.3% | -9.2% | +2.6% |
| YTD | +46.9% | +61.9% | -15.0% | +13.3% |
| 1Y | +53.3% | +87.3% | -34.0% | +9.0% |
| 3Y | +54.9% | +268.0% | -213.1% | -28.2% |
| All | +54.9% | +265.9% | -210.9% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling