-65.6%
FIS vs TRGP
+631.5%
-697.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.2% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -7.8% | +14.6% | -22.4% | -10.8% |
| 3M | +0.8% | +11.9% | -11.1% | -2.3% |
| 6M | -21.9% | +25.3% | -47.2% | -26.6% |
| YTD | -39.5% | +61.9% | -101.4% | -47.0% |
| 1Y | -41.0% | +87.3% | -128.3% | -50.6% |
| 3Y | -23.6% | +268.0% | -291.6% | -50.7% |
| 5Y | -65.6% | +638.2% | -703.8% | -83.2% |
| All | -65.6% | +631.5% | -697.1% | -83.2% |
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