+541.7%
DIA vs TRGP
+2,299.4%
-1,757.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.1% | +12.4% | -10.2% | +0.2% |
| 30D | +1.5% | +2.6% | -1.1% | +0.9% |
| 3M | -2.4% | +11.9% | -14.3% | -4.6% |
| 6M | +6.0% | +13.9% | -8.0% | +3.0% |
| YTD | +10.1% | +64.2% | -54.1% | +0.3% |
| 1Y | +11.8% | +78.5% | -66.7% | +0.3% |
| 3Y | +59.7% | +272.9% | -213.2% | +25.1% |
| 5Y | +57.9% | +510.7% | -452.8% | +12.7% |
| 10Y | +236.2% | +821.0% | -584.7% | +98.6% |
| All | +541.7% | +2,299.4% | -1,757.7% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling