+100.0%
FAST vs TRGP
+273.0%
-173.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +5.0% | +9.0% | -4.0% | +3.9% |
| 30D | +8.6% | +1.5% | +7.0% | +8.1% |
| 3M | +6.9% | +10.7% | -3.8% | +5.2% |
| 6M | +29.6% | +17.1% | +12.5% | +26.1% |
| YTD | +41.4% | +63.6% | -22.2% | +29.7% |
| 1Y | +38.5% | +77.0% | -38.5% | +25.3% |
| All | +100.0% | +273.0% | -173.0% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling