+743.6%
FN vs TRGP
+757.5%
-13.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.7% | +14.3% | +12.3% |
| 7D | 0.0% | -16.0% | +16.0% | +4.2% |
| 30D | -34.3% | -6.4% | -27.9% | -33.3% |
| 3M | -39.9% | -1.0% | -38.9% | -40.1% |
| 6M | -51.8% | +7.0% | -58.8% | -53.0% |
| YTD | -28.1% | +46.1% | -74.3% | -35.1% |
| 1Y | -29.1% | +58.7% | -87.8% | -37.2% |
| 3Y | +102.4% | +221.9% | -119.4% | +54.5% |
| 5Y | +171.7% | +419.9% | -248.2% | +85.6% |
| All | +743.6% | +757.5% | -13.9% | +393.9% |
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