+80.4%
XLI vs TRGP
+627.0%
-546.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -8.2% | +10.0% | -18.1% | -10.6% |
| 3M | +0.8% | +7.6% | -6.8% | -1.7% |
| 6M | +0.8% | +26.8% | -25.9% | -6.6% |
| YTD | +10.5% | +60.6% | -50.0% | -4.8% |
| 1Y | +14.1% | +82.5% | -68.3% | -5.9% |
| 3Y | +68.6% | +265.0% | -196.4% | +9.4% |
| 5Y | +80.4% | +645.9% | -565.5% | -9.0% |
| All | +80.4% | +627.0% | -546.6% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling