+636.6%
TRGP vs IAG
+804.8%
-168.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | +9.5% | +11.4% | -2.0% | +8.0% |
| 3M | +10.8% | +33.0% | -22.2% | +6.5% |
| 6M | +25.3% | -6.0% | +31.3% | +24.9% |
| YTD | +60.3% | +24.6% | +35.7% | +52.5% |
| 1Y | +84.6% | +105.0% | -20.4% | +62.3% |
| 3Y | +264.4% | +837.9% | -573.5% | +142.1% |
| 5Y | +636.6% | +817.0% | -180.4% | +345.3% |
| All | +636.6% | +804.8% | -168.3% | +345.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling