+114.5%
FE vs TRGP
+827.0%
-712.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -1.2% | +9.5% | -10.6% | -2.1% |
| 3M | +1.7% | +10.8% | -9.2% | +0.4% |
| 6M | -7.5% | +25.3% | -32.8% | -9.9% |
| YTD | +6.3% | +60.3% | -53.9% | +0.9% |
| 1Y | +10.9% | +84.6% | -73.7% | +3.5% |
| 3Y | +46.9% | +264.4% | -217.4% | +26.1% |
| 5Y | +47.6% | +636.6% | -589.0% | +17.1% |
| 10Y | +114.5% | +848.9% | -734.4% | +58.7% |
| All | +114.5% | +827.0% | -712.5% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling