+28.6%
XLB vs TRGP
+504.4%
-475.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +0.5% | +12.4% | -11.8% | -2.5% |
| 30D | +5.2% | +2.6% | +2.5% | +4.1% |
| 3M | +0.3% | +11.9% | -11.6% | -3.3% |
| 6M | +1.2% | +13.9% | -12.7% | -3.6% |
| YTD | +16.6% | +64.2% | -47.5% | -1.4% |
| 1Y | +21.4% | +78.5% | -57.1% | -0.1% |
| 3Y | +43.2% | +272.9% | -229.7% | -12.9% |
| All | +28.6% | +504.4% | -475.7% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling