+222.2%
XLE vs TRGP
+2,170.2%
-1,948.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.7% |
| 7D | -6.7% | -5.8% | -0.9% | -4.4% |
| 30D | -4.4% | -1.5% | -2.9% | -3.9% |
| 3M | +4.0% | +6.1% | -2.1% | +1.2% |
| 6M | +13.2% | +14.4% | -1.2% | +6.7% |
| YTD | +41.9% | +55.3% | -13.5% | +17.8% |
| 1Y | +41.6% | +69.1% | -27.5% | +13.5% |
| 3Y | +64.0% | +254.3% | -190.3% | -4.0% |
| 5Y | +158.1% | +471.4% | -313.3% | +25.6% |
| 10Y | +163.9% | +773.0% | -609.1% | -9.4% |
| All | +222.2% | +2,170.2% | -1,948.0% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling