-9.5%
ICE vs TRGP
+82.5%
-92.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.5% |
| 3M | +13.7% | +8.3% | +5.4% | +13.0% |
| 6M | +0.9% | +23.9% | -23.0% | -1.0% |
| YTD | -2.1% | +59.6% | -61.8% | -7.2% |
| 1Y | -9.5% | +79.4% | -88.9% | -16.4% |
| All | -9.5% | +82.5% | -92.0% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling