+46.0%
FE vs TRGP
+218.9%
-172.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.3% |
| 7D | 0.0% | -16.0% | +16.0% | +0.9% |
| 30D | +5.2% | -6.4% | +11.6% | +5.4% |
| 3M | 0.0% | -1.0% | +0.9% | -0.2% |
| 6M | +5.0% | +7.0% | -1.9% | +4.3% |
| YTD | +7.9% | +46.1% | -38.2% | +4.7% |
| 1Y | +6.3% | +58.7% | -52.3% | +2.6% |
| 3Y | +46.0% | +221.9% | -175.9% | +27.7% |
| All | +46.0% | +218.9% | -172.9% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling