+380.1%
XRT vs TRGP
+2,170.2%
-1,790.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | +4.1% | -5.8% | +9.9% | +5.3% |
| 30D | +9.9% | -1.5% | +11.4% | +9.9% |
| 3M | +2.3% | +6.1% | -3.8% | +0.5% |
| 6M | +9.6% | +14.4% | -4.8% | +5.5% |
| YTD | +9.1% | +55.3% | -46.2% | -1.9% |
| 1Y | +16.2% | +69.1% | -52.9% | +2.5% |
| 3Y | +60.1% | +254.3% | -194.2% | +19.1% |
| 5Y | -0.5% | +471.4% | -471.9% | -33.5% |
| 10Y | +145.1% | +773.0% | -627.9% | +29.4% |
| All | +380.1% | +2,170.2% | -1,790.1% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling