+1,779.0%
FN vs TRGP
+2,035.2%
-256.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.7% | +14.3% | +12.2% |
| 7D | 0.0% | -16.0% | +16.0% | +4.0% |
| 30D | -34.3% | -6.4% | -27.9% | -33.3% |
| 3M | -39.9% | -1.0% | -38.9% | -40.1% |
| 6M | -51.8% | +7.0% | -58.8% | -52.9% |
| YTD | -28.1% | +46.1% | -74.3% | -34.7% |
| 1Y | -29.1% | +58.7% | -87.8% | -36.8% |
| 3Y | +102.4% | +221.9% | -119.4% | +56.0% |
| 5Y | +171.7% | +419.9% | -248.2% | +87.5% |
| 10Y | +773.5% | +769.8% | +3.7% | +374.9% |
| All | +1,779.0% | +2,035.2% | -256.2% | +396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling