-99.9%
DFNS vs TRGP
+646.8%
-746.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | +0.3% |
| 7D | +0.8% | -0.6% | +1.4% | +0.3% |
| 30D | -73.2% | +14.6% | -87.8% | -70.2% |
| 3M | -72.4% | +11.9% | -84.4% | -68.7% |
| 6M | -95.2% | +25.3% | -120.5% | -94.3% |
| YTD | -98.0% | +61.9% | -159.8% | -97.3% |
| 1Y | -98.3% | +87.3% | -185.5% | -97.4% |
| 3Y | -99.9% | +268.0% | -367.9% | -99.8% |
| All | -99.9% | +646.8% | -746.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling