+73.0%
XLF vs TRGP
+262.4%
-189.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -1.6% | +10.0% | -11.6% | -3.7% |
| 3M | +9.3% | +7.6% | +1.7% | +7.2% |
| 6M | +14.6% | +26.8% | -12.2% | +7.5% |
| YTD | +4.7% | +60.6% | -55.8% | -7.9% |
| 1Y | +8.6% | +82.5% | -73.8% | -8.3% |
| All | +73.0% | +262.4% | -189.3% | +23.4% |
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 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