-83.4%
FRMI vs TRGP
+79.9%
-163.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +10.9% | -0.6% | +11.5% | +10.9% |
| 30D | -24.3% | +10.0% | -34.3% | -24.8% |
| 3M | -21.8% | +7.6% | -29.4% | -22.2% |
| 6M | -33.0% | +26.8% | -59.8% | -35.9% |
| YTD | -32.6% | +60.6% | -93.2% | -34.4% |
| All | -83.4% | +79.9% | -163.3% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling