-98.3%
DFNS vs TRGP
+80.7%
-179.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | -1.5% |
| 7D | -16.0% | +0.8% | -16.8% | -14.7% |
| 30D | -77.7% | +11.5% | -89.2% | -73.0% |
| 3M | -77.2% | +9.0% | -86.2% | -73.0% |
| 6M | -95.2% | +20.5% | -115.7% | -94.3% |
| YTD | -98.0% | +59.5% | -157.5% | -97.6% |
| 1Y | -98.3% | +77.9% | -176.2% | -97.8% |
| All | -98.3% | +80.7% | -179.0% | -97.8% |
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