+270.9%
TRGP vs XYL
+16.4%
+254.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -0.7% | +0.8% | -1.6% | -0.9% |
| 30D | +9.5% | -10.8% | +20.3% | +12.1% |
| 3M | +10.8% | -2.5% | +13.4% | +10.6% |
| 6M | +25.3% | -12.2% | +37.5% | +28.5% |
| YTD | +60.3% | -20.1% | +80.3% | +68.3% |
| 1Y | +84.6% | -20.6% | +105.2% | +93.8% |
| All | +270.9% | +16.4% | +254.5% | +252.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling