+13.8%
IP vs TRGP
+227.6%
-213.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.7% | -3.1% |
| 7D | -5.0% | -12.6% | +7.7% | -2.7% |
| 30D | +6.5% | -4.5% | +11.0% | +7.2% |
| 3M | -18.0% | +4.9% | -23.0% | -19.5% |
| 6M | +10.3% | +5.6% | +4.7% | +7.0% |
| YTD | -9.9% | +50.1% | -60.0% | -23.7% |
| 1Y | -1.1% | +70.2% | -71.3% | -20.2% |
| All | +13.8% | +227.6% | -213.8% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling