+271.6%
TRGP vs FDS
-23.5%
+295.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.6% |
| 7D | +9.0% | -2.6% | +11.6% | +9.1% |
| 30D | +1.5% | +14.1% | -12.5% | +1.0% |
| 3M | +10.7% | +19.8% | -9.0% | +9.9% |
| 6M | +17.1% | +55.0% | -37.8% | +14.1% |
| YTD | +63.6% | +15.9% | +47.7% | +66.1% |
| 1Y | +77.0% | +24.2% | +52.8% | +77.1% |
| All | +271.6% | -23.5% | +295.1% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling