-17.9%
FN vs TRGP
+73.9%
-91.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.7% | +2.2% | +5.3% |
| 7D | +8.0% | +2.4% | +5.6% | +7.6% |
| 30D | -19.1% | +0.8% | -20.0% | -18.9% |
| 3M | -29.8% | +10.4% | -40.2% | -30.2% |
| 6M | -43.2% | +16.3% | -59.4% | -44.4% |
| YTD | -18.9% | +61.1% | -80.1% | -30.3% |
| 1Y | -17.9% | +71.6% | -89.5% | -31.1% |
| All | -17.9% | +73.9% | -91.8% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling