+87.9%
TRGP vs XYL
-30.7%
+118.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -4.0% |
| 7D | -6.5% | +14.5% | -21.0% | -5.2% |
| 30D | -0.4% | -1.3% | +0.9% | +0.2% |
| 3M | +8.8% | -17.0% | +25.8% | +7.7% |
| 6M | +11.0% | -11.3% | +22.3% | +10.5% |
| YTD | +57.4% | -25.0% | +82.4% | +56.8% |
| 1Y | +87.9% | -31.5% | +119.4% | +90.7% |
| All | +87.9% | -30.7% | +118.6% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling