-0.3%
TFC vs TRGP
+504.4%
-504.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +1.2% | +12.4% | -11.2% | -3.1% |
| 30D | +9.7% | +2.6% | +7.0% | +8.0% |
| 3M | -4.8% | +11.9% | -16.6% | -9.6% |
| 6M | +8.4% | +13.9% | -5.5% | +1.5% |
| YTD | +4.7% | +64.2% | -59.5% | -17.0% |
| 1Y | +15.0% | +78.5% | -63.5% | -12.3% |
| 3Y | +93.9% | +272.9% | -179.0% | +4.3% |
| All | -0.3% | +504.4% | -504.7% | -60.6% |
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 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