+35.5%
XLV vs TRGP
+628.1%
-592.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -1.8% | +8.0% | -9.9% | -3.0% |
| 3M | +7.8% | +8.3% | -0.5% | +6.3% |
| 6M | +9.1% | +23.9% | -14.8% | +5.3% |
| YTD | +7.7% | +59.6% | -51.9% | -0.1% |
| 1Y | +20.4% | +79.4% | -59.0% | +9.4% |
| 3Y | +30.8% | +269.4% | -238.7% | +3.6% |
| All | +35.5% | +628.1% | -592.6% | +0.4% |
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