-51.1%
DOCS vs TRGP
+433.5%
-484.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.1% |
| 7D | -1.3% | -12.6% | +11.3% | +1.9% |
| 30D | +19.4% | -4.5% | +23.9% | +20.3% |
| 3M | +53.4% | +4.9% | +48.5% | +49.2% |
| 6M | +28.8% | +5.6% | +23.2% | +23.4% |
| YTD | -25.1% | +50.1% | -75.2% | -37.9% |
| 1Y | -48.1% | +70.2% | -118.4% | -59.3% |
| 3Y | +51.4% | +228.5% | -177.1% | -10.0% |
| 5Y | -51.1% | +434.1% | -485.2% | -78.3% |
| All | -51.1% | +433.5% | -484.6% | -78.3% |
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 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