+142.5%
XLC vs TRGP
+722.6%
-580.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | +1.0% | +11.5% | -10.5% | -0.9% |
| 3M | -0.7% | +9.0% | -9.7% | -2.4% |
| 6M | -5.1% | +20.5% | -25.6% | -8.6% |
| YTD | -4.3% | +59.5% | -63.8% | -12.1% |
| 1Y | -0.6% | +77.9% | -78.5% | -10.6% |
| 3Y | +72.7% | +253.6% | -180.9% | +37.0% |
| 5Y | +38.0% | +615.5% | -577.5% | -3.0% |
| All | +142.5% | +722.6% | -580.1% | +60.7% |
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 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