+24.3%
XLP vs TRGP
+89.5%
-65.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +3.3% |
| 7D | +5.9% | -6.5% | +12.3% | +5.9% |
| 30D | +13.5% | -0.4% | +13.9% | +13.2% |
| 3M | +8.4% | +8.8% | -0.4% | +7.5% |
| 6M | +11.5% | +11.0% | +0.5% | +10.3% |
| YTD | +20.6% | +57.4% | -36.7% | +15.3% |
| 1Y | +24.3% | +87.9% | -63.5% | +16.7% |
| All | +24.3% | +89.5% | -65.2% | +16.7% |
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 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