+826.4%
FN vs TRGP
+772.2%
+54.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.4% | +8.4% | +11.1% |
| 7D | +16.3% | -7.2% | +23.4% | +18.5% |
| 30D | -24.7% | -4.2% | -20.6% | -23.9% |
| 3M | -34.9% | +7.0% | -41.9% | -36.3% |
| 6M | -41.1% | +11.2% | -52.3% | -43.0% |
| YTD | -19.6% | +51.1% | -70.7% | -27.9% |
| 1Y | -18.5% | +62.0% | -80.6% | -28.1% |
| 3Y | +119.1% | +248.2% | -129.1% | +64.6% |
| 5Y | +206.9% | +432.4% | -225.4% | +108.6% |
| 10Y | +826.4% | +739.5% | +86.9% | +439.1% |
| All | +826.4% | +772.2% | +54.2% | +439.1% |
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