-47.3%
DOCS vs TRGP
+89.5%
-136.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.9% | +3.6% |
| 7D | +1.2% | -6.5% | +7.7% | -2.3% |
| 30D | +21.3% | -0.4% | +21.7% | +21.7% |
| 3M | +58.4% | +8.8% | +49.6% | +70.8% |
| 6M | +39.3% | +11.0% | +28.3% | +51.8% |
| YTD | -21.7% | +57.4% | -79.1% | -4.5% |
| 1Y | -47.3% | +87.9% | -135.2% | -37.6% |
| All | -47.3% | +89.5% | -136.9% | -37.6% |
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