+636.6%
TRGP vs FTV
+1.8%
+634.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | +9.5% | -9.5% | +19.0% | +13.9% |
| 3M | +10.8% | -10.9% | +21.7% | +15.3% |
| 6M | +25.3% | -0.6% | +26.0% | +23.3% |
| YTD | +60.3% | +1.4% | +58.8% | +54.5% |
| 1Y | +84.6% | +17.6% | +66.9% | +64.0% |
| 3Y | +264.4% | -3.3% | +267.6% | +253.2% |
| 5Y | +636.6% | -0.1% | +636.7% | +588.4% |
| All | +636.6% | +1.8% | +634.7% | +588.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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