+244.3%
DIA vs TRGP
+868.8%
-624.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -3.0% | -0.6% | -2.5% | -2.9% |
| 30D | -3.0% | +10.0% | -13.0% | -4.8% |
| 3M | +4.5% | +7.6% | -3.1% | +2.7% |
| 6M | +9.8% | +26.8% | -17.0% | +4.4% |
| YTD | +9.3% | +60.6% | -51.3% | -0.7% |
| 1Y | +16.0% | +82.5% | -66.5% | +2.6% |
| 3Y | +57.7% | +265.0% | -207.3% | +21.2% |
| 5Y | +63.8% | +645.9% | -582.1% | +9.2% |
| All | +244.3% | +868.8% | -624.5% | +97.5% |
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