+99.6%
DE vs TRGP
+628.1%
-528.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 3M | +19.1% | +8.3% | +10.9% | +15.6% |
| 6M | +14.4% | +23.9% | -9.5% | +5.7% |
| YTD | +45.9% | +59.6% | -13.7% | +23.7% |
| 1Y | +43.6% | +79.4% | -35.8% | +16.3% |
| 3Y | +75.9% | +269.4% | -193.6% | +1.5% |
| All | +99.6% | +628.1% | -528.5% | -22.3% |
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