+253.9%
XLI vs TRGP
+863.3%
-609.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -7.3% | +8.0% | -15.3% | -8.9% |
| 3M | -1.3% | +8.3% | -9.6% | -3.4% |
| 6M | +2.2% | +23.9% | -21.7% | -3.1% |
| YTD | +11.7% | +59.6% | -47.9% | -0.1% |
| 1Y | +14.3% | +79.4% | -65.2% | -0.7% |
| 3Y | +70.3% | +269.4% | -199.1% | +25.1% |
| 5Y | +82.3% | +641.6% | -559.3% | +14.4% |
| All | +253.9% | +863.3% | -609.4% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling