+55.4%
IOT vs TRGP
+540.2%
-484.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -2.4% | +8.0% | -10.5% | -5.8% |
| 3M | +19.0% | +8.3% | +10.7% | +13.3% |
| 6M | +19.6% | +23.9% | -4.3% | +5.9% |
| YTD | +8.3% | +59.6% | -51.4% | -16.2% |
| 1Y | -0.8% | +79.4% | -80.2% | -28.3% |
| 3Y | +24.4% | +269.4% | -245.0% | -41.2% |
| All | +55.4% | +540.2% | -484.8% | -60.2% |
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 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