-1.7%
XRT vs TRGP
+495.9%
-497.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.1% |
| 7D | -1.4% | +2.4% | -3.8% | -2.1% |
| 30D | +9.8% | +0.8% | +8.9% | +9.0% |
| 3M | +3.3% | +10.4% | -7.1% | -0.4% |
| 6M | +13.6% | +16.3% | -2.7% | +7.0% |
| YTD | +9.1% | +61.1% | -52.1% | -8.5% |
| 1Y | +15.1% | +71.6% | -56.5% | -5.6% |
| 3Y | +59.9% | +267.5% | -207.5% | -6.2% |
| 5Y | -1.7% | +488.1% | -489.9% | -55.3% |
| All | -1.7% | +495.9% | -497.6% | -55.3% |
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