+215.2%
XLY vs TRGP
+863.3%
-648.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | +8.0% | -12.2% | -5.7% |
| 3M | -2.7% | +8.3% | -10.9% | -4.5% |
| 6M | -0.6% | +23.9% | -24.5% | -5.3% |
| YTD | -5.0% | +59.6% | -64.7% | -14.0% |
| 1Y | -4.1% | +79.4% | -83.5% | -15.4% |
| 3Y | +33.6% | +269.4% | -235.8% | +1.9% |
| 5Y | +28.7% | +641.6% | -612.9% | -13.9% |
| All | +215.2% | +863.3% | -648.1% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling