+213.7%
ICE vs TRGP
+863.3%
-649.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | +8.0% | -4.0% | +2.7% |
| 3M | +13.7% | +8.3% | +5.4% | +12.0% |
| 6M | +0.9% | +23.9% | -23.0% | -2.7% |
| YTD | -2.1% | +59.6% | -61.8% | -9.4% |
| 1Y | -9.5% | +79.4% | -88.9% | -17.8% |
| 3Y | +42.1% | +269.4% | -227.4% | +14.0% |
| 5Y | +41.4% | +641.6% | -600.3% | +1.7% |
| All | +213.7% | +863.3% | -649.6% | +85.4% |
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 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