-22.6%
FPS vs TRGP
+42.2%
-64.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.8% | -16.7% |
| 7D | -23.3% | -6.5% | -16.9% | -22.7% |
| 30D | -42.4% | -0.4% | -42.0% | -41.6% |
| 3M | -43.0% | +8.8% | -51.9% | -41.7% |
| 6M | -44.5% | +11.0% | -55.5% | -44.0% |
| All | -22.6% | +42.2% | -64.8% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling