+806.5%
ICE vs TRGP
+2,299.4%
-1,492.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +3.6% | +12.4% | -8.8% | +1.9% |
| 30D | +15.1% | +2.6% | +12.5% | +14.5% |
| 3M | +15.4% | +11.9% | +3.5% | +13.3% |
| 6M | +16.1% | +13.9% | +2.2% | +13.5% |
| YTD | +11.4% | +64.2% | -52.8% | +3.2% |
| 1Y | +18.5% | +78.5% | -60.0% | +8.4% |
| 3Y | +70.5% | +272.9% | -202.4% | +39.0% |
| 5Y | +40.9% | +510.7% | -469.8% | +6.5% |
| 10Y | +260.6% | +821.0% | -560.4% | +127.6% |
| All | +806.5% | +2,299.4% | -1,492.9% | +257.2% |
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