-94.6%
DFNS vs TRGP
+11.5%
-106.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.5% | -20.9% | -19.6% |
| 7D | -12.7% | +9.0% | -21.7% | -13.7% |
| 30D | -65.2% | +1.5% | -66.7% | -64.4% |
| 3M | -94.6% | +10.7% | -105.3% | -94.3% |
| All | -94.6% | +11.5% | -106.0% | -94.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling