+655.1%
TRGP vs FND
+66.0%
+589.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | +0.8% | -5.2% | +6.0% | +2.1% |
| 30D | +11.5% | -19.9% | +31.4% | +17.7% |
| 3M | +9.0% | +2.7% | +6.3% | +6.1% |
| 6M | +20.5% | -21.7% | +42.2% | +25.2% |
| YTD | +59.5% | -17.5% | +77.0% | +62.0% |
| 1Y | +77.9% | -39.3% | +117.2% | +96.5% |
| 3Y | +253.6% | -49.8% | +303.3% | +289.9% |
| 5Y | +615.5% | -60.1% | +675.6% | +695.8% |
| All | +655.1% | +66.0% | +589.0% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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