+2,174.7%
TRGP vs FFIV
+174.3%
+2,000.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.8% | -1.0% | +1.7% | +1.1% |
| 30D | +11.5% | -5.1% | +16.6% | +13.4% |
| 3M | +9.0% | -4.5% | +13.4% | +9.9% |
| 6M | +20.5% | +36.5% | -16.0% | +5.5% |
| YTD | +59.5% | +53.0% | +6.6% | +32.9% |
| 1Y | +77.9% | +24.2% | +53.7% | +59.6% |
| 3Y | +253.6% | +137.2% | +116.4% | +143.8% |
| 5Y | +615.5% | +91.8% | +523.7% | +421.3% |
| 10Y | +897.1% | +215.2% | +681.9% | +501.9% |
| All | +2,174.7% | +174.3% | +2,000.3% | +1,124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling