+21.3%
XLP vs TRGP
+73.9%
-52.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | +0.4% |
| 7D | -0.5% | +2.4% | -2.9% | -0.6% |
| 30D | +8.3% | +0.8% | +7.5% | +8.0% |
| 3M | +8.7% | +10.4% | -1.7% | +7.8% |
| 6M | +11.2% | +16.3% | -5.1% | +9.6% |
| YTD | +20.0% | +61.1% | -41.1% | +13.5% |
| 1Y | +21.3% | +71.6% | -50.3% | +13.5% |
| All | +21.3% | +73.9% | -52.6% | +13.5% |
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