+2,241.1%
TRGP vs IRM
+1,245.2%
+996.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +12.4% | +6.8% | +5.6% | +9.2% |
| 30D | +2.6% | +2.6% | 0.0% | +1.2% |
| 3M | +11.9% | -9.5% | +21.3% | +16.0% |
| 6M | +13.9% | -8.5% | +22.4% | +16.7% |
| YTD | +64.2% | +40.3% | +23.9% | +36.4% |
| 1Y | +78.5% | +28.7% | +49.8% | +53.9% |
| 3Y | +272.9% | +111.8% | +161.1% | +144.2% |
| 5Y | +510.7% | +189.1% | +321.6% | +236.6% |
| 10Y | +821.0% | +519.8% | +301.2% | +254.9% |
| All | +2,241.1% | +1,245.2% | +996.0% | +548.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling