+12.8%
XRT vs TRGP
+17.1%
-4.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -1.5% |
| 7D | -0.4% | +9.0% | -9.4% | +1.3% |
| 30D | +7.5% | +1.5% | +6.0% | +7.6% |
| 3M | +2.3% | +10.7% | -8.4% | +4.7% |
| 6M | +12.8% | +17.1% | -4.3% | +16.6% |
| All | +12.8% | +17.1% | -4.3% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling