+17.6%
IP vs TRGP
+822.5%
-804.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -0.3% | +12.4% | -12.7% | -2.8% |
| 30D | +7.9% | +2.6% | +5.3% | +7.0% |
| 3M | -15.3% | +11.9% | -27.2% | -17.8% |
| 6M | +10.5% | +13.9% | -3.4% | +6.1% |
| YTD | -9.4% | +64.2% | -73.6% | -20.5% |
| 1Y | -4.6% | +78.5% | -83.1% | -18.0% |
| 3Y | +21.2% | +272.9% | -251.7% | -12.4% |
| 5Y | -13.3% | +510.7% | -524.0% | -44.3% |
| All | +17.6% | +822.5% | -804.9% | -34.8% |
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