+2,174.7%
TRGP vs FDS
+283.4%
+1,891.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.3% |
| 7D | +0.8% | -1.9% | +2.7% | +1.6% |
| 30D | +11.5% | +9.0% | +2.5% | +6.9% |
| 3M | +9.0% | +18.9% | -9.9% | -1.2% |
| 6M | +20.5% | +35.1% | -14.6% | +0.6% |
| YTD | +59.5% | +5.5% | +54.0% | +48.3% |
| 1Y | +77.9% | -16.8% | +94.7% | +85.1% |
| 3Y | +253.6% | -28.1% | +281.6% | +288.4% |
| 5Y | +615.5% | -17.4% | +632.9% | +603.1% |
| 10Y | +897.1% | +85.4% | +811.7% | +512.1% |
| All | +2,174.7% | +283.4% | +1,891.3% | +825.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling