+1,072.7%
FTI vs TRGP
+627.0%
+445.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -3.0% |
| 7D | -5.6% | -0.6% | -5.1% | -5.3% |
| 30D | +0.4% | +10.0% | -9.6% | -7.3% |
| 3M | +8.1% | +7.6% | +0.5% | +1.1% |
| 6M | +16.7% | +26.8% | -10.1% | -5.1% |
| YTD | +70.0% | +60.6% | +9.4% | +13.6% |
| 1Y | +85.4% | +82.5% | +3.0% | +10.4% |
| 3Y | +265.9% | +265.0% | +0.9% | +13.3% |
| 5Y | +1,072.7% | +645.9% | +426.9% | +64.7% |
| All | +1,072.7% | +627.0% | +445.7% | +64.7% |
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