+18.4%
IWM vs TRGP
+76.5%
-58.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.3% |
| 7D | +1.4% | +12.4% | -11.0% | +1.7% |
| 30D | +2.3% | +2.6% | -0.3% | +2.3% |
| 3M | -8.3% | +11.9% | -20.2% | -8.0% |
| 6M | -1.3% | +13.9% | -15.2% | -1.3% |
| YTD | +13.5% | +64.2% | -50.7% | +8.3% |
| 1Y | +18.4% | +78.5% | -60.1% | +10.0% |
| All | +18.4% | +76.5% | -58.1% | +10.0% |
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