+98.5%
TRGP vs IRE
-82.8%
+181.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.2% | -8.8% | +1.5% |
| 7D | -0.6% | +58.9% | -59.5% | -0.3% |
| 30D | +14.6% | +17.2% | -2.6% | +14.8% |
| 3M | +11.9% | -58.6% | +70.6% | +11.9% |
| 6M | +25.3% | -23.5% | +48.7% | +23.6% |
| YTD | +61.9% | -47.4% | +109.3% | +60.0% |
| All | +98.5% | -82.8% | +181.4% | +99.2% |
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