+64.7%
XLC vs TRGP
+274.3%
-209.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +3.7% | +12.4% | -8.7% | +2.4% |
| 30D | -1.9% | +2.6% | -4.5% | -2.4% |
| 3M | -3.1% | +11.9% | -15.0% | -4.9% |
| 6M | -6.4% | +13.9% | -20.3% | -8.7% |
| YTD | -6.8% | +64.2% | -71.0% | -15.7% |
| 1Y | -1.7% | +78.5% | -80.2% | -12.7% |
| 3Y | +64.7% | +272.9% | -208.2% | +31.2% |
| All | +64.7% | +274.3% | -209.6% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling