+261.5%
TFC vs TRGP
+2,265.4%
-2,003.9%
-59.1%
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% | -2.5% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -2.5% | +14.6% | -17.0% | -6.3% |
| 3M | +4.5% | +11.9% | -7.4% | +0.8% |
| 6M | +11.0% | +25.3% | -14.3% | +3.3% |
| YTD | +5.9% | +61.9% | -56.0% | -8.5% |
| 1Y | +14.6% | +87.3% | -72.7% | -5.3% |
| 3Y | +96.7% | +268.0% | -171.3% | +34.0% |
| 5Y | +15.6% | +638.2% | -622.6% | -35.2% |
| 10Y | +98.6% | +821.9% | -723.3% | -10.9% |
| All | +261.5% | +2,265.4% | -2,003.9% | +1.2% |
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