+848.9%
TRGP vs IRM
+418.7%
+430.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | -0.7% | +3.0% | -3.7% | -2.1% |
| 30D | +9.5% | -5.2% | +14.7% | +11.9% |
| 3M | +10.8% | -8.0% | +18.8% | +14.3% |
| 6M | +25.3% | +9.2% | +16.2% | +17.6% |
| YTD | +60.3% | +41.0% | +19.3% | +31.2% |
| 1Y | +84.6% | +23.3% | +61.3% | +60.2% |
| 3Y | +264.4% | +102.8% | +161.5% | +131.8% |
| 5Y | +636.6% | +192.8% | +443.8% | +269.7% |
| 10Y | +848.9% | +439.6% | +409.3% | +239.3% |
| All | +848.9% | +418.7% | +430.2% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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