-83.1%
FRMI vs TRGP
+78.8%
-161.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +7.4% | +0.1% | +7.4% | +7.4% |
| 30D | -27.6% | +8.0% | -35.7% | -28.0% |
| 3M | -20.9% | +8.3% | -29.1% | -21.4% |
| 6M | -36.6% | +23.9% | -60.5% | -39.3% |
| YTD | -31.3% | +59.6% | -90.9% | -33.0% |
| All | -83.1% | +78.8% | -161.9% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling