+23.4%
XOP vs TRGP
+2,265.4%
-2,242.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.8% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | +16.5% | +14.6% | +2.0% | +7.4% |
| 3M | +15.7% | +11.9% | +3.8% | +8.0% |
| 6M | +19.2% | +25.3% | -6.1% | +4.1% |
| YTD | +55.0% | +61.9% | -6.9% | +16.5% |
| 1Y | +54.2% | +87.3% | -33.1% | +6.1% |
| 3Y | +35.9% | +268.0% | -232.1% | -37.4% |
| 5Y | +162.4% | +638.2% | -475.8% | -15.8% |
| 10Y | +50.2% | +821.9% | -771.8% | -62.6% |
| All | +23.4% | +2,265.4% | -2,242.0% | -83.9% |
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