+22.6%
IP vs TRGP
+855.1%
-832.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -5.3% | +0.8% | -6.0% | -5.5% |
| 30D | -10.9% | +11.5% | -22.4% | -13.2% |
| 3M | +11.2% | +9.0% | +2.2% | +8.4% |
| 6M | -10.2% | +20.5% | -30.7% | -15.0% |
| YTD | -2.0% | +59.5% | -61.5% | -13.2% |
| 1Y | -19.1% | +77.9% | -97.0% | -30.3% |
| 3Y | +20.9% | +253.6% | -232.7% | -11.4% |
| 5Y | -17.8% | +615.5% | -633.3% | -48.7% |
| All | +22.6% | +855.1% | -832.4% | -33.7% |
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