+42.9%
FANG vs TRGP
+80.7%
-37.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.3% |
| 30D | +7.6% | +11.5% | -3.9% | +0.1% |
| 3M | -1.3% | +9.0% | -10.3% | -6.7% |
| 6M | +14.7% | +20.5% | -5.8% | +2.1% |
| YTD | +34.8% | +59.5% | -24.7% | +1.4% |
| 1Y | +42.9% | +77.9% | -35.0% | +3.1% |
| All | +42.9% | +80.7% | -37.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling