+2,105.4%
FIX vs TRGP
+621.9%
+1,483.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +6.0% | +0.8% | +5.3% | +5.7% |
| 30D | -7.2% | +11.5% | -18.8% | -11.9% |
| 3M | -15.9% | +9.0% | -24.8% | -19.7% |
| 6M | +12.7% | +20.5% | -7.8% | +2.0% |
| YTD | +72.8% | +59.5% | +13.3% | +37.0% |
| 1Y | +122.9% | +77.9% | +45.0% | +66.0% |
| 3Y | +774.3% | +253.6% | +520.7% | +408.8% |
| All | +2,105.4% | +621.9% | +1,483.6% | +769.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling