+222.1%
XLE vs TRGP
+620.9%
-398.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | +2.2% | +0.8% | +1.4% | +1.7% |
| 30D | +11.8% | +11.5% | +0.3% | +4.0% |
| 3M | +9.8% | +9.0% | +0.8% | +3.5% |
| 6M | +15.6% | +20.5% | -4.9% | +2.0% |
| YTD | +45.3% | +59.5% | -14.3% | +7.0% |
| 1Y | +48.3% | +77.9% | -29.6% | +1.1% |
| 3Y | +55.4% | +253.6% | -198.1% | -37.9% |
| All | +222.1% | +620.9% | -398.8% | -28.7% |
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