+105.3%
FAST vs TRGP
+415.2%
-309.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.6% |
| 7D | +2.1% | -16.0% | +18.1% | +5.2% |
| 30D | +6.9% | -6.4% | +13.3% | +7.9% |
| 3M | +4.8% | -1.0% | +5.8% | +4.6% |
| 6M | +19.8% | +7.0% | +12.8% | +17.3% |
| YTD | +34.9% | +46.1% | -11.2% | +23.6% |
| 1Y | +32.8% | +58.7% | -25.9% | +19.5% |
| 3Y | +93.7% | +221.9% | -128.1% | +46.2% |
| All | +105.3% | +415.2% | -309.9% | +40.0% |
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