-79.0%
VFC vs TRGP
+639.4%
-718.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -13.4% | +9.5% | -22.8% | -16.7% |
| 3M | -23.7% | +10.8% | -34.5% | -27.8% |
| 6M | -24.5% | +25.3% | -49.8% | -33.1% |
| YTD | -27.8% | +60.3% | -88.1% | -43.4% |
| 1Y | -13.5% | +84.6% | -98.0% | -36.8% |
| 3Y | -27.1% | +264.4% | -291.5% | -60.1% |
| 5Y | -79.0% | +636.6% | -715.6% | -91.0% |
| All | -79.0% | +639.4% | -718.4% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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