+118.1%
FN vs TRGP
+267.3%
-149.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.7% | +2.2% | +4.4% |
| 7D | +8.0% | +2.4% | +5.6% | +7.2% |
| 30D | -19.1% | +0.8% | -20.0% | -19.3% |
| 3M | -29.8% | +10.4% | -40.2% | -33.2% |
| 6M | -43.2% | +16.3% | -59.4% | -47.6% |
| YTD | -18.9% | +61.1% | -80.1% | -37.4% |
| 1Y | -17.9% | +71.6% | -89.5% | -38.6% |
| All | +118.1% | +267.3% | -149.2% | +35.3% |
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