+295.8%
FTI vs TRGP
+863.3%
-567.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +1.5% | +8.0% | -6.5% | -3.5% |
| 3M | +8.2% | +8.3% | -0.1% | +2.5% |
| 6M | +18.8% | +23.9% | -5.1% | +3.3% |
| YTD | +71.7% | +59.6% | +12.0% | +27.7% |
| 1Y | +90.0% | +79.4% | +10.6% | +31.0% |
| 3Y | +270.5% | +269.4% | +1.1% | +65.1% |
| 5Y | +1,084.5% | +641.6% | +442.9% | +261.9% |
| All | +295.8% | +863.3% | -567.4% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling