+860.4%
FN vs TRGP
+855.1%
+5.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -22.0% | +11.5% | -33.5% | -24.4% |
| 3M | -43.0% | +9.0% | -52.0% | -44.6% |
| 6M | -27.7% | +20.5% | -48.2% | -31.6% |
| YTD | -10.5% | +59.5% | -70.0% | -20.8% |
| 1Y | +12.5% | +77.9% | -65.4% | -3.4% |
| 3Y | +153.8% | +253.6% | -99.8% | +88.7% |
| 5Y | +288.0% | +615.5% | -327.5% | +146.8% |
| All | +860.4% | +855.1% | +5.3% | +408.5% |
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