+158.8%
XLB vs TRGP
+868.8%
-709.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.5% | -0.6% | -3.0% | -3.4% |
| 30D | -4.7% | +10.0% | -14.6% | -6.7% |
| 3M | +2.7% | +7.6% | -4.9% | +0.6% |
| 6M | +2.6% | +26.8% | -24.2% | -3.4% |
| YTD | +12.8% | +60.6% | -47.7% | +0.7% |
| 1Y | +14.0% | +82.5% | -68.5% | -1.5% |
| 3Y | +31.5% | +265.0% | -233.5% | -4.1% |
| 5Y | +33.4% | +645.9% | -612.5% | -17.0% |
| All | +158.8% | +868.8% | -709.9% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling