+1,641.2%
TRGP vs XYL
+449.8%
+1,191.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | 0.0% |
| 7D | +0.8% | -5.0% | +5.8% | +3.7% |
| 30D | +11.5% | -13.2% | +24.7% | +20.5% |
| 3M | +9.0% | -3.7% | +12.7% | +10.0% |
| 6M | +20.5% | -17.7% | +38.2% | +32.4% |
| YTD | +59.5% | -21.5% | +81.1% | +78.7% |
| 1Y | +77.9% | -24.5% | +102.4% | +103.3% |
| 3Y | +253.6% | +6.9% | +246.6% | +214.5% |
| 5Y | +615.5% | -18.1% | +633.5% | +634.4% |
| 10Y | +897.1% | +134.7% | +762.4% | +442.7% |
| All | +1,641.2% | +449.8% | +1,191.4% | +556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling