+35.1%
XLB vs TRGP
+639.4%
-604.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -3.4% | +9.5% | -12.8% | -5.9% |
| 3M | +1.6% | +10.8% | -9.2% | -1.9% |
| 6M | +3.6% | +25.3% | -21.7% | -4.1% |
| YTD | +14.2% | +60.3% | -46.0% | -2.3% |
| 1Y | +15.6% | +84.6% | -69.0% | -6.0% |
| 3Y | +33.1% | +264.4% | -231.3% | -18.0% |
| 5Y | +35.1% | +636.6% | -601.5% | -36.5% |
| All | +35.1% | +639.4% | -604.4% | -36.5% |
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 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