+500.5%
TRGP vs FLR
+112.0%
+388.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +12.4% | +5.4% | +7.0% | +10.9% |
| 30D | +2.6% | +2.8% | -0.2% | +1.8% |
| 3M | +11.9% | -6.4% | +18.3% | +13.1% |
| 6M | +13.9% | +8.8% | +5.1% | +9.0% |
| YTD | +64.2% | +23.6% | +40.6% | +48.7% |
| 1Y | +78.5% | +13.8% | +64.7% | +65.4% |
| 3Y | +272.9% | +36.5% | +236.4% | +194.3% |
| All | +500.5% | +112.0% | +388.5% | +294.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling