-1.5%
XLC vs TRGP
+84.8%
-86.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | +0.2% | +10.0% | -9.8% | +0.7% |
| 3M | +0.7% | +7.6% | -6.9% | +1.1% |
| 6M | -4.5% | +26.8% | -31.2% | -4.5% |
| YTD | -4.7% | +60.6% | -65.3% | -5.6% |
| 1Y | -1.5% | +82.5% | -84.0% | -3.3% |
| All | -1.5% | +84.8% | -86.3% | -3.3% |
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