+55.6%
IOT vs TRGP
+543.9%
-488.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -4.7% | +10.0% | -14.6% | -8.7% |
| 3M | +17.8% | +7.6% | +10.2% | +12.5% |
| 6M | +16.8% | +26.8% | -10.0% | +2.2% |
| YTD | +8.4% | +60.6% | -52.1% | -16.3% |
| 1Y | -0.8% | +82.5% | -83.3% | -28.9% |
| 3Y | +25.7% | +265.0% | -239.3% | -40.1% |
| All | +55.6% | +543.9% | -488.2% | -60.3% |
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