+40.9%
ICE vs TRGP
+504.4%
-463.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +3.6% | +12.4% | -8.8% | +1.3% |
| 30D | +15.1% | +2.6% | +12.5% | +14.2% |
| 3M | +15.4% | +11.9% | +3.5% | +12.4% |
| 6M | +16.1% | +13.9% | +2.2% | +12.3% |
| YTD | +11.4% | +64.2% | -52.8% | -1.0% |
| 1Y | +18.5% | +78.5% | -60.0% | +3.3% |
| 3Y | +70.5% | +272.9% | -202.4% | +18.6% |
| All | +40.9% | +504.4% | -463.4% | -15.9% |
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 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