+46.2%
FE vs TRGP
+631.5%
-585.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -2.1% | +14.6% | -16.7% | -4.1% |
| 3M | +2.6% | +11.9% | -9.3% | +0.8% |
| 6M | -6.8% | +25.3% | -32.1% | -10.0% |
| YTD | +6.9% | +61.9% | -55.0% | -0.8% |
| 1Y | +11.6% | +87.3% | -75.7% | +1.1% |
| 3Y | +47.7% | +268.0% | -220.3% | +13.9% |
| 5Y | +46.2% | +638.2% | -592.0% | -1.8% |
| All | +46.2% | +631.5% | -585.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling