+471.4%
TRGP vs FGI
-68.3%
+539.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +3.7% |
| 7D | +2.4% | +6.9% | -4.5% | +2.3% |
| 30D | +0.8% | +3.9% | -3.1% | +0.8% |
| 3M | +10.4% | +74.3% | -63.9% | +9.5% |
| 6M | +16.3% | +28.9% | -12.7% | +15.6% |
| YTD | +61.1% | +39.1% | +22.0% | +58.6% |
| 1Y | +71.6% | +49.3% | +22.3% | +67.9% |
| 3Y | +267.5% | +5.7% | +261.7% | +253.0% |
| All | +471.4% | -68.3% | +539.7% | +463.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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