+351.3%
FERG vs TRGP
+863.3%
-511.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | -8.9% | +8.0% | -16.9% | -9.4% |
| 3M | -2.0% | +8.3% | -10.3% | -2.6% |
| 6M | -3.2% | +23.9% | -27.1% | -4.7% |
| YTD | +1.5% | +59.6% | -58.1% | -1.7% |
| 1Y | +0.5% | +79.4% | -79.0% | -3.6% |
| 3Y | +50.4% | +269.4% | -219.0% | +39.2% |
| 5Y | +68.7% | +641.6% | -573.0% | +53.3% |
| All | +351.3% | +863.3% | -511.9% | +335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling