+638.2%
TRGP vs FFIV
+92.2%
+546.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | +14.6% | -2.7% | +17.2% | +15.3% |
| 3M | +11.9% | -1.7% | +13.6% | +11.7% |
| 6M | +25.3% | +36.1% | -10.9% | +11.2% |
| YTD | +61.9% | +52.6% | +9.2% | +37.1% |
| 1Y | +87.3% | +21.5% | +65.8% | +71.7% |
| 3Y | +268.0% | +142.7% | +125.3% | +161.1% |
| 5Y | +638.2% | +92.6% | +545.7% | +438.9% |
| All | +638.2% | +92.2% | +546.0% | +438.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling