+851.5%
DE vs TRGP
+863.3%
-11.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +9.0% | +8.0% | +1.0% | +6.9% |
| 3M | +19.1% | +8.3% | +10.9% | +16.4% |
| 6M | +14.4% | +23.9% | -9.5% | +7.9% |
| YTD | +45.9% | +59.6% | -13.7% | +29.4% |
| 1Y | +43.6% | +79.4% | -35.8% | +23.3% |
| 3Y | +75.9% | +269.4% | -193.6% | +24.3% |
| 5Y | +98.8% | +641.6% | -542.9% | +18.6% |
| All | +851.5% | +863.3% | -11.8% | +374.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling