+173.5%
FN vs TRGP
+415.2%
-241.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.7% | +14.3% | +12.6% |
| 7D | 0.0% | -16.0% | +16.0% | +6.5% |
| 30D | -34.3% | -6.4% | -27.9% | -32.7% |
| 3M | -39.9% | -1.0% | -38.9% | -40.3% |
| 6M | -51.8% | +7.0% | -58.8% | -53.8% |
| YTD | -28.1% | +46.1% | -74.3% | -39.7% |
| 1Y | -29.1% | +58.7% | -87.8% | -42.6% |
| 3Y | +102.4% | +221.9% | -119.4% | +31.5% |
| All | +173.5% | +415.2% | -241.7% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling