+10.9%
FE vs TRGP
+84.4%
-73.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -1.2% | +9.5% | -10.6% | -1.7% |
| 3M | +1.7% | +10.8% | -9.2% | +1.0% |
| 6M | -7.5% | +25.3% | -32.8% | -9.2% |
| YTD | +6.3% | +60.3% | -53.9% | +1.6% |
| 1Y | +10.9% | +84.6% | -73.7% | +4.9% |
| All | +10.9% | +84.4% | -73.5% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling