+269.4%
TRGP vs IFF
+29.0%
+240.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.6% |
| 7D | +0.1% | -3.2% | +3.2% | +0.2% |
| 30D | +8.0% | -0.3% | +8.3% | +8.0% |
| 3M | +8.3% | +8.4% | -0.2% | +7.6% |
| 6M | +23.9% | +23.0% | +0.9% | +20.6% |
| YTD | +59.6% | +25.5% | +34.2% | +54.4% |
| 1Y | +79.4% | +29.1% | +50.4% | +72.2% |
| 3Y | +269.4% | +31.7% | +237.8% | +243.9% |
| All | +269.4% | +29.0% | +240.4% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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