+566.1%
XYZ vs TRGP
+819.3%
-253.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.6% | -4.5% |
| 7D | -2.1% | +9.0% | -11.1% | -4.7% |
| 30D | +7.0% | +1.5% | +5.5% | +5.8% |
| 3M | +5.1% | +10.7% | -5.6% | +0.8% |
| 6M | +14.1% | +17.1% | -3.1% | +6.5% |
| YTD | +26.4% | +63.6% | -37.2% | +5.3% |
| 1Y | +25.1% | +77.0% | -51.9% | +1.5% |
| 3Y | +59.7% | +273.2% | -213.4% | +2.5% |
| 5Y | -63.8% | +508.6% | -572.4% | -79.5% |
| All | +566.1% | +819.3% | -253.2% | +183.8% |
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