+1,582.8%
FN vs TRGP
+2,093.5%
-510.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.6% | -9.6% | -13.2% |
| 7D | -16.0% | -12.6% | -3.3% | -13.3% |
| 30D | -40.1% | -4.5% | -35.6% | -39.5% |
| 3M | -43.9% | +4.9% | -48.8% | -44.8% |
| 6M | -55.6% | +5.6% | -61.2% | -56.5% |
| YTD | -35.7% | +50.1% | -85.8% | -41.8% |
| 1Y | -39.8% | +70.2% | -110.1% | -47.2% |
| 3Y | +80.3% | +228.5% | -148.2% | +38.3% |
| 5Y | +143.3% | +434.1% | -290.8% | +67.1% |
| 10Y | +682.3% | +793.6% | -111.3% | +323.1% |
| All | +1,582.8% | +2,093.5% | -510.8% | +342.1% |
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