-80.8%
FIG vs TRGP
+79.8%
-160.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -12.2% | -0.6% | -11.7% | -12.2% |
| 30D | -11.0% | +10.0% | -20.9% | -11.5% |
| 3M | +11.9% | +7.6% | +4.3% | +11.1% |
| 6M | -21.9% | +26.8% | -48.7% | -24.9% |
| YTD | -40.8% | +60.6% | -101.3% | -46.1% |
| 1Y | -56.6% | +82.5% | -139.1% | -62.1% |
| All | -80.8% | +79.8% | -160.6% | -83.4% |
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