-2.8%
IP vs TRGP
+65.2%
-68.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -0.5% |
| 7D | 0.0% | -5.8% | +5.8% | -1.5% |
| 30D | +9.4% | -1.5% | +10.9% | +9.3% |
| 3M | -14.1% | +6.1% | -20.2% | -12.1% |
| 6M | +9.2% | +14.4% | -5.2% | +12.1% |
| YTD | -7.5% | +55.3% | -62.9% | -16.9% |
| 1Y | -2.8% | +69.1% | -71.9% | -16.5% |
| All | -2.8% | +65.2% | -68.0% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling