+604.5%
XYZ vs TRGP
+827.0%
-222.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | +0.5% | +9.5% | -8.9% | -2.5% |
| 3M | +16.3% | +10.8% | +5.5% | +11.4% |
| 6M | +21.1% | +25.3% | -4.2% | +11.0% |
| YTD | +22.0% | +60.3% | -38.3% | +3.0% |
| 1Y | +5.2% | +84.6% | -79.4% | -15.5% |
| 3Y | +49.6% | +264.4% | -214.8% | -2.8% |
| 5Y | -68.4% | +636.6% | -705.0% | -82.9% |
| 10Y | +604.5% | +848.9% | -244.4% | +197.6% |
| All | +604.5% | +827.0% | -222.5% | +197.6% |
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 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