+906.6%
FAST vs TRGP
+2,231.3%
-1,324.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | -0.4% | +0.8% | -1.1% | -0.5% |
| 30D | -0.8% | +11.5% | -12.3% | -2.5% |
| 3M | +5.8% | +9.0% | -3.2% | +4.1% |
| 6M | +8.0% | +20.5% | -12.5% | +4.5% |
| YTD | +25.6% | +59.5% | -33.9% | +16.3% |
| 1Y | +0.8% | +77.9% | -77.1% | -8.4% |
| 3Y | +86.1% | +253.6% | -167.5% | +50.5% |
| 5Y | +100.2% | +615.5% | -515.3% | +44.0% |
| 10Y | +494.2% | +897.1% | -402.9% | +272.5% |
| All | +906.6% | +2,231.3% | -1,324.7% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling