+34.3%
FIS vs TRGP
+2,291.1%
-2,256.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.7% | -6.4% |
| 7D | -3.5% | +9.0% | -12.5% | -5.0% |
| 30D | -19.4% | +1.5% | -21.0% | -19.6% |
| 3M | -31.6% | +10.7% | -42.3% | -32.9% |
| 6M | -32.5% | +17.1% | -49.7% | -34.7% |
| YTD | -56.0% | +63.6% | -119.6% | -60.0% |
| 1Y | -55.5% | +77.0% | -132.5% | -60.2% |
| 3Y | -41.3% | +273.2% | -314.5% | -54.8% |
| 5Y | -72.3% | +508.6% | -580.9% | -80.6% |
| 10Y | -55.0% | +817.8% | -872.7% | -74.6% |
| All | +34.3% | +2,291.1% | -2,256.8% | -52.6% |
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