+8.4%
XLP vs TRGP
+5.4%
+3.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.4% |
| 7D | +0.7% | -16.0% | +16.7% | -0.1% |
| 30D | +10.3% | -6.4% | +16.7% | +9.4% |
| 3M | +6.5% | -1.0% | +7.5% | +5.6% |
| 6M | +8.4% | +7.0% | +1.4% | +6.3% |
| All | +8.4% | +5.4% | +3.0% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling