+347.3%
XLP vs TRGP
+2,231.3%
-1,884.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +3.8% | +9.0% | -5.2% | +3.0% |
| 6M | -1.7% | +20.5% | -22.2% | -3.3% |
| YTD | +10.3% | +59.5% | -49.3% | +6.1% |
| 1Y | +7.8% | +77.9% | -70.1% | +2.7% |
| 3Y | +27.2% | +253.6% | -226.4% | +14.0% |
| 5Y | +32.5% | +615.5% | -582.9% | +11.9% |
| 10Y | +101.8% | +897.1% | -795.3% | +58.6% |
| All | +347.3% | +2,231.3% | -1,884.0% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling