+598.6%
XLV vs TRGP
+2,232.9%
-1,634.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +7.8% | +8.3% | -0.5% | +6.6% |
| 6M | +9.1% | +23.9% | -14.8% | +6.1% |
| YTD | +7.7% | +59.6% | -51.9% | +1.6% |
| 1Y | +20.4% | +79.4% | -59.0% | +11.9% |
| 3Y | +30.8% | +269.4% | -238.7% | +10.7% |
| 5Y | +34.6% | +641.6% | -607.0% | +4.3% |
| 10Y | +173.4% | +845.2% | -671.9% | +89.9% |
| All | +598.6% | +2,232.9% | -1,634.3% | +247.1% |
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