-5.7%
DT vs TRGP
+89.5%
-95.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -1.2% |
| 7D | -25.5% | -6.5% | -19.1% | -26.1% |
| 30D | -22.3% | -0.4% | -21.9% | -22.0% |
| 3M | +2.3% | +8.8% | -6.5% | +4.9% |
| 6M | +20.7% | +11.0% | +9.7% | +24.5% |
| YTD | +7.9% | +57.4% | -49.4% | +18.1% |
| 1Y | -5.7% | +87.9% | -93.6% | +6.5% |
| All | -5.7% | +89.5% | -95.3% | +6.5% |
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