+120.9%
FE vs TRGP
+762.8%
-641.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.5% |
| 7D | -0.5% | -5.8% | +5.3% | 0.0% |
| 30D | +4.3% | -1.5% | +5.8% | +4.3% |
| 3M | +0.4% | +6.1% | -5.7% | -0.4% |
| 6M | +6.9% | +14.4% | -7.4% | +5.1% |
| YTD | +8.0% | +55.3% | -47.3% | +2.6% |
| 1Y | +4.8% | +69.1% | -64.3% | -1.3% |
| 3Y | +49.0% | +254.3% | -205.3% | +28.0% |
| 5Y | +46.2% | +471.4% | -425.2% | +18.8% |
| 10Y | +120.9% | +773.0% | -652.1% | +70.2% |
| All | +120.9% | +762.8% | -641.9% | +70.2% |
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