+508.6%
TRGP vs FTV
+18.0%
+490.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +9.0% | +3.7% | +5.3% | +7.5% |
| 30D | +1.5% | +16.8% | -15.3% | -4.8% |
| 3M | +10.7% | +10.4% | +0.3% | +6.1% |
| 6M | +17.1% | +12.8% | +4.3% | +10.1% |
| YTD | +63.6% | +23.3% | +40.3% | +45.4% |
| 1Y | +77.0% | +31.0% | +46.0% | +52.2% |
| 3Y | +273.2% | +38.6% | +234.6% | +206.1% |
| 5Y | +508.6% | +17.6% | +491.0% | +424.9% |
| All | +508.6% | +18.0% | +490.6% | +424.9% |
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