+49.3%
FERG vs TRGP
+262.4%
-213.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -0.6% | -0.5% | -0.9% |
| 30D | -11.8% | +10.0% | -21.8% | -13.5% |
| 3M | -1.2% | +7.6% | -8.8% | -3.0% |
| 6M | -2.3% | +26.8% | -29.1% | -8.2% |
| YTD | +0.8% | +60.6% | -59.8% | -11.1% |
| 1Y | +0.5% | +82.5% | -82.0% | -15.0% |
| All | +49.3% | +262.4% | -213.0% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling