+272.9%
TRGP vs FLR
+35.7%
+237.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +12.4% | +5.4% | +7.0% | +11.5% |
| 30D | +2.6% | +2.8% | -0.2% | +2.1% |
| 3M | +11.9% | -6.4% | +18.3% | +12.6% |
| 6M | +13.9% | +8.8% | +5.1% | +10.6% |
| YTD | +64.2% | +23.6% | +40.6% | +53.3% |
| 1Y | +78.5% | +13.8% | +64.7% | +69.4% |
| 3Y | +272.9% | +36.5% | +236.4% | +210.4% |
| All | +272.9% | +35.7% | +237.2% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling