+102.9%
XLP vs TRGP
+843.4%
-740.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -1.3% | +14.6% | -15.9% | -2.3% |
| 3M | +1.8% | +11.9% | -10.1% | +0.9% |
| 6M | -0.8% | +25.3% | -26.1% | -2.7% |
| YTD | +9.5% | +61.9% | -52.3% | +5.3% |
| 1Y | +7.2% | +87.3% | -80.1% | +1.8% |
| 3Y | +27.1% | +268.0% | -240.9% | +13.8% |
| 5Y | +32.0% | +638.2% | -606.2% | +11.8% |
| 10Y | +102.9% | +821.9% | -719.0% | +67.3% |
| All | +102.9% | +843.4% | -740.5% | +67.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling