+848.9%
TRGP vs FFIV
+239.4%
+609.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -3.0% |
| 7D | -0.7% | +3.5% | -4.2% | -2.5% |
| 30D | +9.5% | -1.3% | +10.8% | +9.7% |
| 3M | +10.8% | +2.4% | +8.4% | +8.0% |
| 6M | +25.3% | +41.8% | -16.5% | +1.6% |
| YTD | +60.3% | +58.5% | +1.7% | +20.9% |
| 1Y | +84.6% | +24.3% | +60.2% | +58.0% |
| 3Y | +264.4% | +152.0% | +112.3% | +100.3% |
| 5Y | +636.6% | +99.1% | +537.5% | +343.9% |
| 10Y | +848.9% | +242.8% | +606.2% | +268.3% |
| All | +848.9% | +239.4% | +609.5% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling