+29.1%
IYR vs TRGP
+260.3%
-231.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.0% |
| 3M | -2.1% | +8.3% | -10.4% | -3.7% |
| 6M | +3.6% | +23.9% | -20.3% | -0.9% |
| YTD | +8.1% | +59.6% | -51.5% | -1.8% |
| 1Y | +4.7% | +79.4% | -74.7% | -7.5% |
| 3Y | +29.1% | +269.4% | -240.3% | -9.3% |
| All | +29.1% | +260.3% | -231.2% | -9.3% |
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