+257.3%
TFC vs TRGP
+2,299.4%
-2,042.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +1.2% | +12.4% | -11.2% | -2.0% |
| 30D | +9.7% | +2.6% | +7.0% | +8.5% |
| 3M | -4.8% | +11.9% | -16.6% | -8.2% |
| 6M | +8.4% | +13.9% | -5.5% | +3.5% |
| YTD | +4.7% | +64.2% | -59.5% | -10.3% |
| 1Y | +15.0% | +78.5% | -63.5% | -3.9% |
| 3Y | +93.9% | +272.9% | -179.0% | +31.2% |
| 5Y | +0.6% | +510.7% | -510.1% | -41.0% |
| 10Y | +78.0% | +821.0% | -743.0% | -20.5% |
| All | +257.3% | +2,299.4% | -2,042.1% | -0.8% |
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