-37.0%
DOCS vs TRGP
+73.9%
-110.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.3% | +4.4% |
| 7D | -4.2% | +2.4% | -6.6% | -3.3% |
| 30D | +8.6% | +0.8% | +7.8% | +9.4% |
| 3M | +27.2% | +10.4% | +16.9% | +37.0% |
| 6M | +26.5% | +16.3% | +10.3% | +39.8% |
| YTD | -25.0% | +61.1% | -86.1% | -8.0% |
| 1Y | -37.0% | +71.6% | -108.6% | -25.9% |
| All | -37.0% | +73.9% | -110.9% | -25.9% |
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