+850.1%
TRGP vs FLR
+19.7%
+830.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | +0.1% | -3.5% | +3.6% | +1.5% |
| 30D | +8.0% | +4.2% | +3.9% | +5.8% |
| 3M | +8.3% | +8.1% | +0.2% | +2.1% |
| 6M | +23.9% | +21.5% | +2.4% | +8.3% |
| YTD | +59.6% | +36.8% | +22.9% | +31.1% |
| 1Y | +79.4% | +31.2% | +48.2% | +47.5% |
| 3Y | +269.4% | +53.9% | +215.5% | +153.9% |
| 5Y | +641.6% | +243.0% | +398.6% | +221.2% |
| All | +850.1% | +19.7% | +830.4% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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