+4.3%
DT vs TRGP
+80.7%
-76.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.8% |
| 7D | -3.3% | +0.8% | -4.1% | -3.2% |
| 30D | +2.0% | +11.5% | -9.5% | +3.9% |
| 3M | +20.0% | +9.0% | +11.0% | +21.6% |
| 6M | +39.3% | +20.5% | +18.8% | +43.0% |
| YTD | +19.8% | +59.5% | -39.8% | +25.4% |
| 1Y | +4.3% | +77.9% | -73.6% | +9.1% |
| All | +4.3% | +80.7% | -76.4% | +9.1% |
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