+37.6%
XLC vs TRGP
+639.4%
-601.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -0.9% | +9.5% | -10.3% | -2.9% |
| 3M | -0.3% | +10.8% | -11.1% | -3.0% |
| 6M | -5.2% | +25.3% | -30.5% | -10.6% |
| YTD | -5.3% | +60.3% | -65.6% | -16.1% |
| 1Y | -2.8% | +84.6% | -87.4% | -17.2% |
| 3Y | +71.2% | +264.4% | -193.1% | +19.4% |
| 5Y | +37.6% | +636.6% | -599.0% | -21.4% |
| All | +37.6% | +639.4% | -601.9% | -21.4% |
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