+93.9%
FN vs TRGP
+274.3%
-180.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.7% | -7.4% |
| 7D | +0.3% | +12.4% | -12.1% | -4.3% |
| 30D | -16.5% | +2.6% | -19.2% | -17.3% |
| 3M | -42.1% | +11.9% | -54.0% | -45.2% |
| 6M | -52.9% | +13.9% | -66.8% | -56.1% |
| YTD | -28.0% | +64.2% | -92.2% | -44.8% |
| 1Y | -18.5% | +78.5% | -97.0% | -40.3% |
| 3Y | +93.9% | +272.9% | -179.0% | +19.3% |
| All | +93.9% | +274.3% | -180.4% | +19.3% |
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