+3,800.0%
FIX vs TRGP
+772.2%
+3,027.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +8.4% |
| 7D | -7.2% | -7.2% | -0.1% | -5.0% |
| 30D | -35.1% | -4.2% | -30.9% | -34.3% |
| 3M | -34.3% | +7.0% | -41.2% | -35.6% |
| 6M | -42.9% | +11.2% | -54.2% | -44.9% |
| YTD | +19.5% | +51.1% | -31.7% | +5.5% |
| 1Y | +16.8% | +62.0% | -45.3% | +0.9% |
| 3Y | +506.7% | +248.2% | +258.5% | +333.4% |
| 5Y | +1,046.7% | +432.4% | +614.3% | +626.5% |
| 10Y | +3,800.0% | +739.5% | +3,060.4% | +1,906.4% |
| All | +3,800.0% | +772.2% | +3,027.8% | +1,906.4% |
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