+465.7%
TRGP vs FGI
-70.4%
+536.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.2% |
| 7D | +0.8% | +0.5% | +0.2% | +0.8% |
| 30D | +11.5% | +65.4% | -53.9% | +10.7% |
| 3M | +9.0% | +23.5% | -14.5% | +8.4% |
| 6M | +20.5% | +60.5% | -40.0% | +18.3% |
| YTD | +59.5% | +30.0% | +29.5% | +57.1% |
| 1Y | +77.9% | +82.1% | -4.2% | +70.7% |
| 3Y | +253.6% | -4.4% | +258.0% | +240.4% |
| All | +465.7% | -70.4% | +536.1% | +458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling