-40.9%
FIS vs TRGP
+827.0%
-867.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -9.1% | -0.7% | -8.4% | -9.0% |
| 30D | -10.4% | +9.5% | -19.9% | -12.0% |
| 3M | -3.7% | +10.8% | -14.5% | -5.9% |
| 6M | -24.8% | +25.3% | -50.1% | -28.3% |
| YTD | -41.6% | +60.3% | -101.8% | -47.0% |
| 1Y | -42.7% | +84.6% | -127.3% | -49.6% |
| 3Y | -26.2% | +264.4% | -290.6% | -43.8% |
| 5Y | -66.1% | +636.6% | -702.7% | -77.5% |
| 10Y | -40.9% | +848.9% | -889.8% | -66.9% |
| All | -40.9% | +827.0% | -867.9% | -66.9% |
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