+219.1%
XLE vs TRGP
+2,035.2%
-1,816.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +1.1% |
| 7D | -12.0% | -16.0% | +4.0% | -5.4% |
| 30D | -2.7% | -6.4% | +3.7% | -0.1% |
| 3M | +6.6% | -1.0% | +7.5% | +6.8% |
| 6M | +9.5% | +7.0% | +2.6% | +6.2% |
| YTD | +40.6% | +46.1% | -5.6% | +19.8% |
| 1Y | +43.6% | +58.7% | -15.1% | +18.2% |
| 3Y | +58.1% | +221.9% | -163.8% | -3.7% |
| 5Y | +152.2% | +419.9% | -267.7% | +27.5% |
| 10Y | +172.9% | +769.8% | -596.8% | -5.5% |
| All | +219.1% | +2,035.2% | -1,816.1% | -34.0% |
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