-98.2%
DFNS vs TRGP
+84.8%
-182.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.9% |
| 7D | -3.3% | -0.6% | -2.8% | -4.4% |
| 30D | -73.1% | +10.0% | -83.1% | -67.8% |
| 3M | -71.4% | +7.6% | -79.0% | -65.7% |
| 6M | -93.8% | +26.8% | -120.6% | -92.7% |
| YTD | -98.0% | +60.6% | -158.6% | -97.7% |
| 1Y | -98.2% | +82.5% | -180.6% | -97.6% |
| All | -98.2% | +84.8% | -182.9% | -97.6% |
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