+96.1%
FIS vs TRGP
+2,231.3%
-2,135.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | -2.2% | +11.5% | -13.7% | -4.2% |
| 3M | +2.1% | +9.0% | -6.8% | +0.2% |
| 6M | -14.7% | +20.5% | -35.2% | -17.9% |
| YTD | -35.7% | +59.5% | -95.2% | -41.3% |
| 1Y | -37.1% | +77.9% | -115.0% | -43.8% |
| 3Y | -20.0% | +253.6% | -273.6% | -37.8% |
| 5Y | -62.1% | +615.5% | -677.6% | -74.2% |
| 10Y | -37.4% | +897.1% | -934.5% | -65.2% |
| All | +96.1% | +2,231.3% | -2,135.2% | -30.5% |
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 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