+2,207.9%
TRGP vs FLR
+5.7%
+2,202.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.1% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | +14.6% | -0.7% | +15.2% | +14.1% |
| 3M | +11.9% | +14.3% | -2.4% | +2.2% |
| 6M | +25.3% | +25.6% | -0.3% | +7.0% |
| YTD | +61.9% | +42.9% | +19.0% | +28.8% |
| 1Y | +87.3% | +38.7% | +48.5% | +48.2% |
| 3Y | +268.0% | +61.8% | +206.2% | +141.9% |
| 5Y | +638.2% | +254.1% | +384.1% | +201.6% |
| 10Y | +821.9% | +20.0% | +801.9% | +354.3% |
| All | +2,207.9% | +5.7% | +2,202.2% | +1,064.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling