+650.3%
TRGP vs XLRE
+107.7%
+542.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | -0.6% | -2.7% | +2.2% | +1.8% |
| 30D | +10.0% | -2.3% | +12.3% | +12.1% |
| 3M | +7.6% | -3.5% | +11.1% | +10.4% |
| 6M | +26.8% | +1.9% | +24.9% | +23.4% |
| YTD | +60.6% | +8.3% | +52.2% | +47.9% |
| 1Y | +82.5% | +6.4% | +76.1% | +70.7% |
| 3Y | +265.0% | +30.2% | +234.8% | +178.4% |
| 5Y | +645.9% | +8.6% | +637.3% | +563.6% |
| 10Y | +850.6% | +87.4% | +763.3% | +493.3% |
| All | +650.3% | +107.7% | +542.6% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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