+336.0%
IR vs TRGP
+724.3%
-388.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -2.1% |
| 7D | +1.1% | +2.4% | -1.3% | +0.3% |
| 30D | +7.6% | +0.8% | +6.7% | +7.0% |
| 3M | +0.1% | +10.4% | -10.3% | -3.6% |
| 6M | +14.0% | +16.3% | -2.3% | +7.2% |
| YTD | +7.5% | +61.1% | -53.6% | -9.5% |
| 1Y | +10.1% | +71.6% | -61.5% | -9.2% |
| 3Y | +24.9% | +267.5% | -242.6% | -20.5% |
| 5Y | +46.9% | +488.1% | -441.3% | -20.4% |
| All | +336.0% | +724.3% | -388.3% | +92.5% |
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 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