+620.9%
TRGP vs XYL
-16.2%
+637.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | +8.0% | -11.9% | +20.0% | +12.5% |
| 3M | +8.3% | -1.5% | +9.8% | +7.9% |
| 6M | +23.9% | -11.9% | +35.8% | +28.0% |
| YTD | +59.6% | -20.6% | +80.2% | +70.6% |
| 1Y | +79.4% | -23.5% | +102.9% | +94.4% |
| 3Y | +269.4% | +14.9% | +254.6% | +230.7% |
| All | +620.9% | -16.2% | +637.1% | +610.2% |
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