+148.9%
XLE vs TRGP
+409.5%
-260.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +1.6% |
| 7D | -12.0% | -16.0% | +4.0% | -2.0% |
| 30D | -2.7% | -6.4% | +3.7% | +1.2% |
| 3M | +6.6% | -1.0% | +7.5% | +6.6% |
| 6M | +9.5% | +7.0% | +2.6% | +4.0% |
| YTD | +40.6% | +46.1% | -5.6% | +9.3% |
| 1Y | +43.6% | +58.7% | -15.1% | +5.9% |
| 3Y | +58.1% | +221.9% | -163.8% | -32.6% |
| All | +148.9% | +409.5% | -260.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling