+379.5%
XLP vs TRGP
+2,035.2%
-1,655.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.1% |
| 7D | +0.7% | -16.0% | +16.7% | +2.0% |
| 30D | +10.3% | -6.4% | +16.7% | +10.7% |
| 3M | +6.5% | -1.0% | +7.5% | +6.4% |
| 6M | +8.4% | +7.0% | +1.4% | +7.5% |
| YTD | +18.2% | +46.1% | -27.9% | +14.3% |
| 1Y | +22.4% | +58.7% | -36.3% | +17.6% |
| 3Y | +41.9% | +221.9% | -180.0% | +28.0% |
| 5Y | +40.9% | +419.9% | -379.0% | +21.7% |
| 10Y | +128.4% | +769.8% | -641.4% | +81.4% |
| All | +379.5% | +2,035.2% | -1,655.7% | +201.9% |
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