+282.0%
FITB vs TRGP
+868.8%
-586.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -5.5% | +10.0% | -15.5% | -9.3% |
| 3M | +4.1% | +7.6% | -3.5% | +0.4% |
| 6M | +18.7% | +26.8% | -8.1% | +6.5% |
| YTD | +18.2% | +60.6% | -42.4% | -4.0% |
| 1Y | +23.7% | +82.5% | -58.8% | -5.1% |
| 3Y | +130.8% | +265.0% | -134.3% | +30.6% |
| 5Y | +69.8% | +645.9% | -576.1% | -29.1% |
| All | +282.0% | +868.8% | -586.8% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling