+810.9%
TRGP vs FFIV
+118.6%
+692.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.6% |
| 7D | +12.4% | -0.5% | +12.9% | +12.7% |
| 30D | +2.6% | -32.4% | +35.0% | +21.4% |
| 3M | +11.9% | -25.7% | +37.5% | +24.9% |
| 6M | +13.9% | -13.5% | +27.4% | +16.1% |
| YTD | +64.2% | +21.1% | +43.1% | +36.4% |
| 1Y | +78.5% | +29.4% | +49.1% | +42.6% |
| 3Y | +272.9% | +94.9% | +178.0% | +123.1% |
| 5Y | +510.7% | +34.7% | +476.0% | +344.1% |
| All | +810.9% | +118.6% | +692.3% | +302.4% |
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