+850.1%
TRGP vs XYL
+150.5%
+699.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.6% |
| 30D | +8.0% | -11.9% | +20.0% | +15.8% |
| 3M | +8.3% | -1.5% | +9.8% | +7.9% |
| 6M | +23.9% | -11.9% | +35.8% | +30.7% |
| YTD | +59.6% | -20.6% | +80.2% | +77.6% |
| 1Y | +79.4% | -23.5% | +102.9% | +103.7% |
| 3Y | +269.4% | +14.9% | +254.6% | +211.2% |
| 5Y | +641.6% | -15.3% | +656.9% | +649.9% |
| All | +850.1% | +150.5% | +699.7% | +469.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling