+46.1%
DE vs TRGP
+89.5%
-43.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.7% |
| 7D | +5.6% | -6.5% | +12.1% | +5.9% |
| 30D | -0.8% | -0.4% | -0.4% | -0.7% |
| 3M | +9.8% | +8.8% | +1.0% | +9.9% |
| 6M | +17.5% | +11.0% | +6.5% | +17.1% |
| YTD | +46.5% | +57.4% | -10.9% | +39.1% |
| 1Y | +46.1% | +87.9% | -41.7% | +37.6% |
| All | +46.1% | +89.5% | -43.4% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling