+290.9%
XLB vs TRGP
+2,231.3%
-1,940.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -0.4% | +11.5% | -11.9% | -2.9% |
| 3M | +2.0% | +9.0% | -7.0% | -0.4% |
| 6M | +1.8% | +20.5% | -18.7% | -3.0% |
| YTD | +16.6% | +59.5% | -42.9% | +4.2% |
| 1Y | +16.9% | +77.9% | -61.0% | +1.7% |
| 3Y | +32.6% | +253.6% | -221.0% | -2.5% |
| 5Y | +35.6% | +615.5% | -579.8% | -15.1% |
| 10Y | +160.0% | +897.1% | -737.1% | +30.2% |
| All | +290.9% | +2,231.3% | -1,940.4% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling