+121.0%
FE vs TRGP
+819.3%
-698.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -0.3% | +9.0% | -9.3% | -1.2% |
| 30D | +3.9% | +1.5% | +2.4% | +3.6% |
| 3M | -0.1% | +10.7% | -10.8% | -1.3% |
| 6M | +6.1% | +17.1% | -11.1% | +4.0% |
| YTD | +8.1% | +63.6% | -55.6% | +2.1% |
| 1Y | +4.4% | +77.0% | -72.6% | -2.1% |
| 3Y | +49.0% | +273.2% | -224.1% | +27.4% |
| 5Y | +46.1% | +508.6% | -462.5% | +18.0% |
| All | +121.0% | +819.3% | -698.3% | +69.2% |
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