-63.9%
XYZ vs TRGP
+415.2%
-479.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.0% |
| 7D | +12.1% | -16.0% | +28.1% | +21.2% |
| 30D | +12.4% | -6.4% | +18.8% | +14.6% |
| 3M | +8.2% | -1.0% | +9.1% | +6.1% |
| 6M | +20.7% | +7.0% | +13.7% | +10.9% |
| YTD | +31.3% | +46.1% | -14.8% | -2.0% |
| 1Y | +20.5% | +58.7% | -38.2% | -15.1% |
| 3Y | +72.6% | +221.9% | -149.3% | -29.5% |
| All | -63.9% | +415.2% | -479.1% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling