+2,189.3%
TRGP vs IFF
+116.8%
+2,072.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.6% | -2.8% | +2.2% | +0.6% |
| 30D | +10.0% | -1.1% | +11.1% | +10.3% |
| 3M | +7.6% | +13.8% | -6.2% | +0.5% |
| 6M | +26.8% | +16.7% | +10.1% | +14.2% |
| YTD | +60.6% | +26.1% | +34.4% | +38.7% |
| 1Y | +82.5% | +33.5% | +49.0% | +52.7% |
| 3Y | +265.0% | +31.6% | +233.4% | +192.7% |
| 5Y | +645.9% | -34.9% | +680.8% | +722.6% |
| 10Y | +850.6% | -20.3% | +871.0% | +789.9% |
| All | +2,189.3% | +116.8% | +2,072.4% | +1,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling