-12.1%
DOW vs TRGP
+797.4%
-809.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.9% | +8.0% | -12.0% | -6.5% |
| 3M | -12.7% | +8.3% | -20.9% | -15.1% |
| 6M | -13.7% | +23.9% | -37.6% | -19.8% |
| YTD | +28.4% | +59.6% | -31.3% | +9.3% |
| 1Y | +21.8% | +79.4% | -57.7% | -0.7% |
| 3Y | -35.7% | +269.4% | -305.1% | -59.6% |
| 5Y | -36.8% | +641.6% | -678.5% | -68.9% |
| All | -12.1% | +797.4% | -809.5% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling