+14.3%
XLI vs TRGP
+82.5%
-68.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | -1.7% | +0.1% | -1.7% | -1.6% |
| 30D | -7.3% | +8.0% | -15.3% | -7.1% |
| 3M | -1.3% | +8.3% | -9.6% | -1.2% |
| 6M | +2.2% | +23.9% | -21.7% | +1.3% |
| YTD | +11.7% | +59.6% | -47.9% | +8.1% |
| 1Y | +14.3% | +79.4% | -65.2% | +9.2% |
| All | +14.3% | +82.5% | -68.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling