+160.4%
FTI vs TRGP
+2,265.4%
-2,104.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.9% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | +12.3% | +14.6% | -2.2% | +4.3% |
| 3M | +13.8% | +11.9% | +1.8% | +6.8% |
| 6M | +24.3% | +25.3% | -1.0% | +9.5% |
| YTD | +75.8% | +61.9% | +13.9% | +35.3% |
| 1Y | +99.6% | +87.3% | +12.4% | +41.8% |
| 3Y | +278.4% | +268.0% | +10.4% | +90.0% |
| 5Y | +1,168.7% | +638.2% | +530.5% | +361.9% |
| 10Y | +297.5% | +821.9% | -524.4% | +7.6% |
| All | +160.4% | +2,265.4% | -2,104.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling