+148.7%
XLK vs TRGP
+628.1%
-479.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | +8.0% | -8.7% | -2.9% |
| 3M | +2.6% | +8.3% | -5.7% | -0.2% |
| 6M | +34.0% | +23.9% | +10.1% | +24.6% |
| YTD | +30.7% | +59.6% | -29.0% | +12.1% |
| 1Y | +39.2% | +79.4% | -40.2% | +14.4% |
| 3Y | +120.4% | +269.4% | -149.0% | +43.7% |
| All | +148.7% | +628.1% | -479.4% | +31.7% |
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