-54.2%
DOCS vs TRGP
+415.2%
-469.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.4% |
| 7D | -0.8% | -16.0% | +15.2% | +3.5% |
| 30D | +17.4% | -6.4% | +23.9% | +18.9% |
| 3M | +57.4% | -1.0% | +58.3% | +55.7% |
| 6M | +26.5% | +7.0% | +19.6% | +20.4% |
| YTD | -26.6% | +46.1% | -72.7% | -38.7% |
| 1Y | -48.1% | +58.7% | -106.7% | -58.1% |
| 3Y | +52.6% | +221.9% | -169.3% | -8.6% |
| All | -54.2% | +415.2% | -469.4% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling