+90.6%
TRGP vs IRE
-97.7%
+188.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.8% | +18.6% | +2.8% |
| 7D | -5.8% | -41.9% | +36.1% | -5.8% |
| 30D | -1.5% | -75.1% | +73.6% | -1.9% |
| 3M | +6.1% | -82.4% | +88.5% | +5.5% |
| 6M | +14.4% | -95.5% | +109.9% | +13.6% |
| YTD | +55.3% | -93.1% | +148.4% | +52.4% |
| 1Y | +69.1% | -97.8% | +166.9% | +68.7% |
| All | +90.6% | -97.7% | +188.3% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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