+500.5%
TRGP vs XYL
-23.3%
+523.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +12.4% | -3.7% | +16.1% | +13.5% |
| 30D | +2.6% | -8.3% | +10.9% | +4.4% |
| 3M | +11.9% | -21.4% | +33.3% | +19.4% |
| 6M | +13.9% | -12.9% | +26.8% | +16.6% |
| YTD | +64.2% | -30.1% | +94.3% | +80.8% |
| 1Y | +78.5% | -35.2% | +113.7% | +102.6% |
| 3Y | +272.9% | -0.8% | +273.7% | +246.2% |
| All | +500.5% | -23.3% | +523.8% | +537.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling