+11.8%
DIA vs TRGP
+76.5%
-64.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.1% | +12.4% | -10.2% | +2.7% |
| 30D | +1.5% | +2.6% | -1.1% | +1.5% |
| 3M | -2.4% | +11.9% | -14.3% | -2.0% |
| 6M | +6.0% | +13.9% | -8.0% | +6.4% |
| YTD | +10.1% | +64.2% | -54.1% | +9.0% |
| 1Y | +11.8% | +78.5% | -66.7% | +9.9% |
| All | +11.8% | +76.5% | -64.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling