-37.9%
DG vs TRGP
+625.7%
-663.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -4.8% | -0.7% | -4.1% | -4.8% |
| 30D | +1.8% | +9.5% | -7.7% | +1.4% |
| 3M | +14.5% | +10.8% | +3.7% | +13.9% |
| 6M | -13.6% | +25.3% | -38.9% | -14.5% |
| YTD | -4.8% | +60.3% | -65.1% | -7.2% |
| 1Y | +21.6% | +84.6% | -63.0% | +17.6% |
| 3Y | +4.5% | +264.4% | -259.9% | -10.6% |
| All | -37.9% | +625.7% | -663.6% | -46.1% |
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