-100.0%
DFNS vs TRGP
+500.4%
-600.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.5% | -20.9% | -18.3% |
| 7D | -12.7% | +9.0% | -21.7% | -7.5% |
| 30D | -65.2% | +1.5% | -66.7% | -65.0% |
| 3M | -94.6% | +10.7% | -105.3% | -94.1% |
| 6M | -96.2% | +17.1% | -113.4% | -95.6% |
| YTD | -99.6% | +63.6% | -163.2% | -99.5% |
| 1Y | -99.7% | +77.0% | -176.7% | -99.6% |
| 3Y | -100.0% | +273.2% | -373.1% | -100.0% |
| 5Y | -100.0% | +508.6% | -608.6% | -100.0% |
| All | -100.0% | +500.4% | -600.4% | -100.0% |
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