+123.0%
XRT vs TRGP
+863.3%
-740.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.5% | +8.0% | -12.5% | -6.3% |
| 3M | -3.1% | +8.3% | -11.3% | -5.3% |
| 6M | +4.2% | +23.9% | -19.7% | -1.6% |
| YTD | -0.1% | +59.6% | -59.7% | -11.3% |
| 1Y | -3.0% | +79.4% | -82.5% | -16.5% |
| 3Y | +41.8% | +269.4% | -227.6% | +1.6% |
| 5Y | -1.3% | +641.6% | -642.9% | -39.8% |
| All | +123.0% | +863.3% | -740.3% | +12.2% |
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