+810.9%
TRGP vs IAG
+389.3%
+421.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +12.4% | -7.7% | +20.0% | +13.2% |
| 30D | +2.6% | +1.6% | +1.0% | +2.1% |
| 3M | +11.9% | -2.4% | +14.3% | +11.4% |
| 6M | +13.9% | -7.8% | +21.7% | +13.3% |
| YTD | +64.2% | +5.0% | +59.2% | +59.0% |
| 1Y | +78.5% | +25.7% | +52.8% | +69.0% |
| 3Y | +272.9% | +694.5% | -421.6% | +172.0% |
| 5Y | +510.7% | +421.7% | +89.0% | +343.1% |
| All | +810.9% | +389.3% | +421.7% | +557.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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