+225.6%
FANG vs TRGP
+628.1%
-402.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +2.6% | +8.0% | -5.4% | -4.0% |
| 3M | +7.6% | +8.3% | -0.7% | +0.3% |
| 6M | +17.3% | +23.9% | -6.6% | -2.5% |
| YTD | +38.7% | +59.6% | -21.0% | -6.8% |
| 1Y | +51.6% | +79.4% | -27.8% | -8.4% |
| 3Y | +50.0% | +269.4% | -219.5% | -54.8% |
| All | +225.6% | +628.1% | -402.5% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling