+261.1%
TFC vs TRGP
+2,299.4%
-2,038.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +2.3% | +12.4% | -10.1% | -1.0% |
| 30D | +10.8% | +2.6% | +8.2% | +9.6% |
| 3M | -3.8% | +11.9% | -15.6% | -7.3% |
| 6M | +9.6% | +13.9% | -4.3% | +4.6% |
| YTD | +5.8% | +64.2% | -58.4% | -9.3% |
| 1Y | +16.2% | +78.5% | -62.3% | -2.8% |
| 3Y | +96.0% | +272.9% | -176.9% | +32.6% |
| 5Y | +1.7% | +510.7% | -509.0% | -40.4% |
| 10Y | +79.9% | +821.0% | -741.1% | -19.7% |
| All | +261.1% | +2,299.4% | -2,038.3% | +0.2% |
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