+515.6%
XLF vs TRGP
+2,242.0%
-1,726.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -1.3% | +9.5% | -10.8% | -3.4% |
| 3M | +9.1% | +10.8% | -1.7% | +6.2% |
| 6M | +14.4% | +25.3% | -11.0% | +7.9% |
| YTD | +5.1% | +60.3% | -55.2% | -6.5% |
| 1Y | +8.6% | +84.6% | -75.9% | -6.7% |
| 3Y | +74.4% | +264.4% | -189.9% | +26.8% |
| 5Y | +64.4% | +636.6% | -572.2% | +0.9% |
| 10Y | +251.6% | +848.9% | -597.3% | +75.5% |
| All | +515.6% | +2,242.0% | -1,726.4% | +73.6% |
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