+794.1%
FN vs TRGP
+762.8%
+31.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.6% | -5.4% |
| 7D | -4.1% | -5.8% | +1.7% | -2.6% |
| 30D | -28.3% | -1.5% | -26.8% | -28.1% |
| 3M | -33.9% | +6.1% | -40.0% | -35.1% |
| 6M | -43.9% | +14.4% | -58.3% | -46.1% |
| YTD | -23.4% | +55.3% | -78.8% | -31.8% |
| 1Y | -25.4% | +69.1% | -94.5% | -34.9% |
| 3Y | +107.9% | +254.3% | -146.4% | +55.4% |
| 5Y | +195.1% | +471.4% | -276.3% | +97.6% |
| 10Y | +794.1% | +773.0% | +21.1% | +416.7% |
| All | +794.1% | +762.8% | +31.3% | +416.7% |
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