+166.1%
FE vs TRGP
+2,035.2%
-1,869.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.2% |
| 7D | 0.0% | -16.0% | +16.0% | +1.7% |
| 30D | +5.2% | -6.4% | +11.6% | +5.8% |
| 3M | 0.0% | -1.0% | +0.9% | -0.1% |
| 6M | +5.0% | +7.0% | -1.9% | +4.0% |
| YTD | +7.9% | +46.1% | -38.2% | +3.2% |
| 1Y | +6.3% | +58.7% | -52.3% | +0.8% |
| 3Y | +46.0% | +221.9% | -175.9% | +27.0% |
| 5Y | +45.6% | +419.9% | -374.2% | +19.6% |
| 10Y | +109.3% | +769.8% | -660.5% | +51.7% |
| All | +166.1% | +2,035.2% | -1,869.1% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling