-3.3%
XRT vs TRGP
+639.4%
-642.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -6.9% | +9.5% | -16.4% | -9.6% |
| 3M | -0.4% | +10.8% | -11.2% | -4.1% |
| 6M | +2.2% | +25.3% | -23.1% | -5.9% |
| YTD | -0.7% | +60.3% | -60.9% | -16.1% |
| 1Y | -2.0% | +84.6% | -86.6% | -21.5% |
| 3Y | +41.0% | +264.4% | -223.3% | -16.5% |
| 5Y | -3.3% | +636.6% | -639.9% | -58.6% |
| All | -3.3% | +639.4% | -642.7% | -58.6% |
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