-99.6%
DFNS vs TRGP
+89.5%
-189.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.5% | -13.8% | -25.6% |
| 7D | -27.7% | -6.5% | -21.2% | -36.6% |
| 30D | -58.0% | -0.4% | -57.5% | -57.1% |
| 3M | -94.0% | +8.8% | -102.8% | -92.8% |
| 6M | -94.6% | +11.0% | -105.6% | -93.9% |
| YTD | -99.4% | +57.4% | -156.8% | -99.5% |
| 1Y | -99.6% | +87.9% | -187.5% | -99.7% |
| All | -99.6% | +89.5% | -189.2% | -99.7% |
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