+39.9%
FIS vs TRGP
+2,299.4%
-2,259.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +2.8% | +12.4% | -9.6% | +0.7% |
| 30D | -16.7% | +2.6% | -19.3% | -17.1% |
| 3M | -32.3% | +11.9% | -44.1% | -33.7% |
| 6M | -29.1% | +13.9% | -43.0% | -31.0% |
| YTD | -54.1% | +64.2% | -118.3% | -58.4% |
| 1Y | -53.7% | +78.5% | -132.2% | -58.7% |
| 3Y | -38.8% | +272.9% | -311.8% | -52.9% |
| 5Y | -71.1% | +510.7% | -581.8% | -79.8% |
| 10Y | -53.1% | +821.0% | -874.0% | -73.6% |
| All | +39.9% | +2,299.4% | -2,259.5% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling