-35.5%
DG vs TRGP
+504.4%
-539.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +0.3% | +12.4% | -12.1% | +0.1% |
| 30D | +3.2% | +2.6% | +0.6% | +3.1% |
| 3M | +10.4% | +11.9% | -1.4% | +9.9% |
| 6M | +33.2% | +13.9% | +19.3% | +32.2% |
| YTD | +3.0% | +64.2% | -61.2% | -0.1% |
| 1Y | +31.2% | +78.5% | -47.3% | +26.7% |
| 3Y | +21.8% | +272.9% | -251.1% | +2.6% |
| All | -35.5% | +504.4% | -539.9% | -47.1% |
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