-5.8%
XLC vs TRGP
+89.5%
-95.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +2.9% |
| 7D | +1.8% | -6.5% | +8.2% | +1.0% |
| 30D | -6.0% | -0.4% | -5.5% | -6.0% |
| 3M | -6.0% | +8.8% | -14.8% | -5.2% |
| 6M | -9.1% | +11.0% | -20.1% | -8.4% |
| YTD | -10.0% | +57.4% | -67.4% | -9.2% |
| 1Y | -5.8% | +87.9% | -93.7% | -4.7% |
| All | -5.8% | +89.5% | -95.4% | -4.7% |
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