+636.6%
TRGP vs FDS
-23.5%
+660.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -0.7% | -8.8% | +8.1% | +0.7% |
| 30D | +9.5% | -1.4% | +10.8% | +9.6% |
| 3M | +10.8% | +13.9% | -3.1% | +7.7% |
| 6M | +25.3% | +27.4% | -2.1% | +18.0% |
| YTD | +60.3% | -2.5% | +62.7% | +61.7% |
| 1Y | +84.6% | -23.8% | +108.3% | +101.2% |
| 3Y | +264.4% | -32.5% | +296.8% | +307.3% |
| 5Y | +636.6% | -23.2% | +659.8% | +728.0% |
| All | +636.6% | -23.5% | +660.0% | +728.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling