-2.3%
FERG vs TRGP
+80.7%
-83.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.2% |
| 7D | 0.0% | +0.8% | -0.8% | 0.0% |
| 30D | -10.2% | +11.5% | -21.7% | -9.5% |
| 3M | -0.6% | +9.0% | -9.6% | +0.1% |
| 6M | -6.5% | +20.5% | -27.0% | -6.0% |
| YTD | +4.2% | +59.5% | -55.4% | +3.7% |
| 1Y | -2.3% | +77.9% | -80.2% | -4.1% |
| All | -2.3% | +80.7% | -83.0% | -4.1% |
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