+4.7%
FAST vs TRGP
+83.8%
-79.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.3% | -0.6% | +1.9% | +1.3% |
| 30D | -4.7% | +14.6% | -19.3% | -5.1% |
| 3M | +7.9% | +11.9% | -4.0% | +7.4% |
| 6M | +7.4% | +25.3% | -17.8% | +5.3% |
| YTD | +25.1% | +61.9% | -36.8% | +18.6% |
| 1Y | +4.7% | +87.3% | -82.6% | -1.9% |
| All | +4.7% | +83.8% | -79.1% | -1.9% |
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