+533.2%
XYZ vs TRGP
+1,016.2%
-483.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.0% | +0.8% | -1.7% | -1.2% |
| 30D | -1.7% | +11.5% | -13.2% | -5.0% |
| 3M | +16.7% | +9.0% | +7.8% | +12.9% |
| 6M | +26.9% | +20.5% | +6.4% | +18.5% |
| YTD | +27.1% | +59.5% | -32.4% | +9.4% |
| 1Y | +9.3% | +77.9% | -68.7% | -9.3% |
| 3Y | +42.3% | +253.6% | -211.3% | -2.6% |
| 5Y | -69.3% | +615.5% | -684.8% | -82.2% |
| 10Y | +586.8% | +897.1% | -310.3% | +214.9% |
| All | +533.2% | +1,016.2% | -483.0% | +142.9% |
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