+100.0%
IT vs TRGP
+863.3%
-763.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.8% | +5.4% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +0.1% | +8.0% | -8.0% | -1.7% |
| 3M | +20.7% | +8.3% | +12.4% | +18.1% |
| 6M | +12.0% | +23.9% | -11.9% | +6.0% |
| YTD | -28.8% | +59.6% | -88.5% | -36.5% |
| 1Y | -25.5% | +79.4% | -104.9% | -35.5% |
| 3Y | -48.8% | +269.4% | -318.2% | -62.7% |
| 5Y | -42.7% | +641.6% | -684.4% | -64.8% |
| All | +100.0% | +863.3% | -763.3% | -3.7% |
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