+638.2%
TRGP vs IRM
+192.5%
+445.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | +14.6% | -4.2% | +18.8% | +16.1% |
| 3M | +11.9% | -5.4% | +17.3% | +13.4% |
| 6M | +25.3% | +12.0% | +13.3% | +17.9% |
| YTD | +61.9% | +42.0% | +19.8% | +37.5% |
| 1Y | +87.3% | +29.9% | +57.4% | +63.6% |
| 3Y | +268.0% | +104.4% | +163.6% | +151.8% |
| 5Y | +638.2% | +191.0% | +447.2% | +341.8% |
| All | +638.2% | +192.5% | +445.7% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling