-99.9%
DFNS vs TRGP
+1,619.9%
-1,719.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -0.6% | -2.8% | -3.6% |
| 30D | -73.1% | +10.0% | -83.1% | -71.7% |
| 3M | -71.4% | +7.6% | -79.0% | -69.3% |
| 6M | -93.8% | +26.8% | -120.6% | -93.0% |
| YTD | -98.0% | +60.6% | -158.6% | -97.6% |
| 1Y | -98.2% | +82.5% | -180.6% | -97.6% |
| 3Y | -99.9% | +265.0% | -364.9% | -99.8% |
| 5Y | -99.9% | +645.9% | -745.8% | -99.8% |
| All | -99.9% | +1,619.9% | -1,719.7% | -99.8% |
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 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