+369.0%
XLU vs TRGP
+2,246.2%
-1,877.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -2.5% | +10.0% | -12.5% | -3.4% |
| 3M | -2.7% | +7.6% | -10.4% | -3.5% |
| 6M | -7.5% | +26.8% | -34.2% | -9.6% |
| YTD | +0.9% | +60.6% | -59.6% | -3.6% |
| 1Y | +3.3% | +82.5% | -79.2% | -2.6% |
| 3Y | +47.3% | +265.0% | -217.7% | +30.3% |
| 5Y | +44.4% | +645.9% | -601.5% | +20.1% |
| 10Y | +140.8% | +850.6% | -709.8% | +85.9% |
| All | +369.0% | +2,246.2% | -1,877.2% | +177.8% |
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 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