+1,026.1%
DE vs TRGP
+2,265.4%
-1,239.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.2% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +9.6% | +14.6% | -4.9% | +6.3% |
| 3M | +19.0% | +11.9% | +7.0% | +15.6% |
| 6M | +16.1% | +25.3% | -9.2% | +9.7% |
| YTD | +47.0% | +61.9% | -14.8% | +31.2% |
| 1Y | +43.1% | +87.3% | -44.1% | +23.2% |
| 3Y | +77.5% | +268.0% | -190.5% | +29.4% |
| 5Y | +96.4% | +638.2% | -541.9% | +22.5% |
| 10Y | +852.9% | +821.9% | +30.9% | +389.9% |
| All | +1,026.1% | +2,265.4% | -1,239.3% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling