-32.5%
FIS vs TRGP
+17.1%
-49.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.7% | -6.2% |
| 7D | -3.5% | +9.0% | -12.5% | -3.7% |
| 30D | -19.4% | +1.5% | -21.0% | -19.2% |
| 3M | -31.6% | +10.7% | -42.3% | -29.6% |
| 6M | -32.5% | +17.1% | -49.7% | -31.2% |
| All | -32.5% | +17.1% | -49.7% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling