+160.3%
FN vs TRGP
+252.7%
-92.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | -22.0% | +11.5% | -33.5% | -26.1% |
| 3M | -43.0% | +9.0% | -52.0% | -45.7% |
| 6M | -27.7% | +20.5% | -48.2% | -34.6% |
| YTD | -10.5% | +59.5% | -70.0% | -29.3% |
| 1Y | +12.5% | +77.9% | -65.4% | -16.5% |
| All | +160.3% | +252.7% | -92.4% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling