+41.9%
XLP vs TRGP
+218.9%
-177.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.2% |
| 7D | +0.7% | -16.0% | +16.7% | +1.6% |
| 30D | +10.3% | -6.4% | +16.7% | +10.4% |
| 3M | +6.5% | -1.0% | +7.5% | +6.2% |
| 6M | +8.4% | +7.0% | +1.4% | +7.4% |
| YTD | +18.2% | +46.1% | -27.9% | +14.4% |
| 1Y | +22.4% | +58.7% | -36.3% | +17.8% |
| 3Y | +41.9% | +221.9% | -180.0% | +26.2% |
| All | +41.9% | +218.9% | -177.0% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling