+95.6%
DG vs TRGP
+868.8%
-773.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | +2.4% | +10.0% | -7.5% | +2.1% |
| 3M | +12.4% | +7.6% | +4.8% | +12.1% |
| 6M | -14.9% | +26.8% | -41.7% | -15.7% |
| YTD | -6.1% | +60.6% | -66.6% | -7.8% |
| 1Y | +17.9% | +82.5% | -64.6% | +15.1% |
| 3Y | +3.1% | +265.0% | -261.9% | -3.2% |
| 5Y | -38.7% | +645.9% | -684.5% | -44.1% |
| All | +95.6% | +868.8% | -773.1% | +82.7% |
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