+482.3%
TRGP vs FGI
-74.8%
+557.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.5% |
| 7D | +12.4% | -14.4% | +26.8% | +12.5% |
| 30D | +2.6% | -11.8% | +14.4% | +2.7% |
| 3M | +11.9% | -46.2% | +58.1% | +12.2% |
| 6M | +13.9% | +5.2% | +8.7% | +13.3% |
| YTD | +64.2% | +10.5% | +53.7% | +61.8% |
| 1Y | +78.5% | +25.5% | +53.0% | +74.7% |
| 3Y | +272.9% | -16.0% | +288.9% | +258.7% |
| All | +482.3% | -74.8% | +557.1% | +474.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling