+26.8%
IP vs TRGP
+772.2%
-745.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.2% |
| 7D | -3.0% | -7.2% | +4.1% | -1.5% |
| 30D | +10.6% | -4.2% | +14.8% | +11.4% |
| 3M | -13.6% | +7.0% | -20.5% | -15.3% |
| 6M | +10.4% | +11.2% | -0.8% | +6.5% |
| YTD | -6.5% | +51.1% | -57.6% | -16.5% |
| 1Y | -2.1% | +62.0% | -64.2% | -14.0% |
| 3Y | +22.0% | +248.2% | -226.2% | -10.5% |
| 5Y | -9.7% | +432.4% | -442.1% | -40.3% |
| 10Y | +26.8% | +739.5% | -712.7% | -28.3% |
| All | +26.8% | +772.2% | -745.4% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling