+165.4%
FE vs TRGP
+2,231.3%
-2,065.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +1.9% | +0.8% | +1.2% | +1.9% |
| 30D | -1.2% | +11.5% | -12.7% | -2.4% |
| 3M | +3.5% | +9.0% | -5.5% | +2.4% |
| 6M | -6.1% | +20.5% | -26.6% | -8.1% |
| YTD | +7.6% | +59.5% | -51.9% | +2.2% |
| 1Y | +11.9% | +77.9% | -66.0% | +4.9% |
| 3Y | +48.4% | +253.6% | -205.1% | +28.0% |
| 5Y | +44.8% | +615.5% | -570.7% | +15.3% |
| 10Y | +115.9% | +897.1% | -781.2% | +54.3% |
| All | +165.4% | +2,231.3% | -2,065.9% | +41.8% |
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 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