+114.1%
DT vs TRGP
+799.2%
-685.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +3.0% | +8.0% | -5.0% | +1.0% |
| 3M | +26.5% | +8.3% | +18.2% | +23.4% |
| 6M | +35.9% | +23.9% | +12.0% | +27.9% |
| YTD | +17.8% | +59.6% | -41.8% | +3.8% |
| 1Y | +4.1% | +79.4% | -75.4% | -11.4% |
| 3Y | +5.3% | +269.4% | -264.1% | -26.1% |
| 5Y | -27.2% | +641.6% | -668.8% | -56.9% |
| All | +114.1% | +799.2% | -685.1% | +4.5% |
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 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