-80.9%
FIG vs TRGP
+79.5%
-160.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -14.5% | -0.7% | -13.7% | -14.4% |
| 30D | -13.3% | +9.5% | -22.8% | -13.8% |
| 3M | +7.4% | +10.8% | -3.4% | +5.8% |
| 6M | -27.8% | +25.3% | -53.1% | -30.4% |
| YTD | -41.1% | +60.3% | -101.4% | -46.4% |
| 1Y | -58.7% | +84.6% | -143.3% | -63.2% |
| All | -80.9% | +79.5% | -160.4% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling