+34.1%
XLP vs TRGP
+621.9%
-587.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -0.9% | +11.5% | -12.4% | -2.1% |
| 3M | +3.8% | +9.0% | -5.2% | +2.7% |
| 6M | -1.7% | +20.5% | -22.2% | -4.0% |
| YTD | +10.3% | +59.5% | -49.3% | +4.2% |
| 1Y | +7.8% | +77.9% | -70.1% | +0.4% |
| 3Y | +27.2% | +253.6% | -226.4% | +5.7% |
| All | +34.1% | +621.9% | -587.8% | +0.8% |
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