+66.9%
IYR vs TRGP
+863.3%
-796.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -2.7% | +8.0% | -10.7% | -4.1% |
| 3M | -2.1% | +8.3% | -10.4% | -3.8% |
| 6M | +3.6% | +23.9% | -20.3% | -0.8% |
| YTD | +8.1% | +59.6% | -51.5% | -1.2% |
| 1Y | +4.7% | +79.4% | -74.7% | -6.5% |
| 3Y | +29.1% | +269.4% | -240.3% | 0.0% |
| 5Y | +6.9% | +641.6% | -634.7% | -27.0% |
| All | +66.9% | +863.3% | -796.3% | -4.0% |
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 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