-84.3%
FRMI vs TRGP
+78.7%
-163.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.4% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | -17.3% | +11.5% | -28.8% | -18.0% |
| 3M | -17.2% | +9.0% | -26.1% | -17.9% |
| 6M | -43.4% | +20.5% | -63.9% | -45.8% |
| YTD | -36.0% | +59.5% | -95.5% | -37.7% |
| All | -84.3% | +78.7% | -163.0% | -83.9% |
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