+554.0%
XYZ vs TRGP
+922.3%
-368.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.4% |
| 7D | +12.1% | -16.0% | +28.1% | +17.2% |
| 30D | +12.4% | -6.4% | +18.8% | +13.8% |
| 3M | +8.2% | -1.0% | +9.1% | +7.4% |
| 6M | +20.7% | +7.0% | +13.7% | +16.2% |
| YTD | +31.3% | +46.1% | -14.8% | +14.9% |
| 1Y | +20.5% | +58.7% | -38.2% | +2.8% |
| 3Y | +72.6% | +221.9% | -149.3% | +20.6% |
| 5Y | -64.0% | +419.9% | -483.9% | -77.5% |
| 10Y | +601.8% | +769.8% | -168.0% | +230.2% |
| All | +554.0% | +922.3% | -368.3% | +155.3% |
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