+101.4%
TRGP vs IRE
-98.1%
+199.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.4% | +14.7% | +0.3% |
| 7D | +12.4% | -31.8% | +44.2% | +12.3% |
| 30D | +2.6% | -71.8% | +74.4% | +2.3% |
| 3M | +11.9% | -88.9% | +100.8% | +11.1% |
| 6M | +13.9% | -95.4% | +109.3% | +13.0% |
| YTD | +64.2% | -94.2% | +158.4% | +61.0% |
| 1Y | +78.5% | -97.1% | +175.6% | +77.5% |
| All | +101.4% | -98.1% | +199.5% | +100.5% |
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