+16.9%
XLB vs TRGP
+80.7%
-63.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.4% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | -0.4% | +11.5% | -11.9% | -0.3% |
| 3M | +2.0% | +9.0% | -7.0% | +1.9% |
| 6M | +1.8% | +20.5% | -18.7% | +0.5% |
| YTD | +16.6% | +59.5% | -42.9% | +10.9% |
| 1Y | +16.9% | +77.9% | -61.0% | +9.7% |
| All | +16.9% | +80.7% | -63.8% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling