+15.4%
TFC vs TRGP
+646.8%
-631.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.7% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | -2.5% | +14.6% | -17.0% | -7.9% |
| 3M | +4.5% | +11.9% | -7.4% | -0.8% |
| 6M | +11.0% | +25.3% | -14.3% | -0.3% |
| YTD | +5.9% | +61.9% | -56.0% | -15.2% |
| 1Y | +14.6% | +87.3% | -72.7% | -14.5% |
| 3Y | +96.7% | +268.0% | -171.3% | +6.0% |
| All | +15.4% | +646.8% | -631.4% | -60.1% |
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