+5,993.3%
FIX vs TRGP
+843.4%
+5,149.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +6.1% | -0.6% | +6.7% | +6.2% |
| 30D | -2.7% | +14.6% | -17.2% | -6.5% |
| 3M | -10.9% | +11.9% | -22.9% | -14.2% |
| 6M | +29.0% | +25.3% | +3.7% | +20.0% |
| YTD | +76.9% | +61.9% | +15.0% | +53.1% |
| 1Y | +130.7% | +87.3% | +43.5% | +90.5% |
| 3Y | +790.7% | +268.0% | +522.7% | +524.6% |
| 5Y | +2,185.6% | +638.2% | +1,547.3% | +1,235.7% |
| 10Y | +5,993.3% | +821.9% | +5,171.4% | +2,899.1% |
| All | +5,993.3% | +843.4% | +5,149.9% | +2,899.1% |
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