+755.5%
FN vs TRGP
+819.3%
-63.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.7% | -4.5% |
| 7D | +20.8% | +9.0% | +11.8% | +18.3% |
| 30D | -17.3% | +1.5% | -18.8% | -17.5% |
| 3M | -38.1% | +10.7% | -48.9% | -39.9% |
| 6M | -44.2% | +17.1% | -61.4% | -46.7% |
| YTD | -22.3% | +63.6% | -85.9% | -31.5% |
| 1Y | -20.9% | +77.0% | -97.9% | -31.6% |
| 3Y | +111.1% | +273.2% | -162.1% | +55.9% |
| 5Y | +191.8% | +508.6% | -316.8% | +92.7% |
| All | +755.5% | +819.3% | -63.8% | +387.3% |
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 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