+638.0%
XYZ vs TRGP
+772.2%
-134.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +2.6% |
| 7D | +14.9% | -7.2% | +22.1% | +17.2% |
| 30D | +14.7% | -4.2% | +18.8% | +15.4% |
| 3M | +12.1% | +7.0% | +5.1% | +8.7% |
| 6M | +18.3% | +11.2% | +7.1% | +12.1% |
| YTD | +36.1% | +51.1% | -15.0% | +16.2% |
| 1Y | +35.3% | +62.0% | -26.7% | +12.8% |
| 3Y | +73.5% | +248.2% | -174.7% | +13.6% |
| 5Y | -61.6% | +432.4% | -494.0% | -77.5% |
| 10Y | +638.0% | +739.5% | -101.5% | +220.7% |
| All | +638.0% | +772.2% | -134.2% | +220.7% |
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