+6.1%
IYR vs TRGP
+627.0%
-620.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.8% | -0.6% | -2.3% | -2.7% |
| 30D | -2.5% | +10.0% | -12.5% | -4.8% |
| 3M | -3.0% | +7.6% | -10.6% | -5.0% |
| 6M | +1.6% | +26.8% | -25.2% | -4.7% |
| YTD | +7.3% | +60.6% | -53.3% | -5.5% |
| 1Y | +5.6% | +82.5% | -76.9% | -10.3% |
| 3Y | +28.1% | +265.0% | -236.9% | -13.8% |
| 5Y | +6.1% | +645.9% | -639.8% | -39.4% |
| All | +6.1% | +627.0% | -620.9% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling