+87.8%
DT vs TRGP
+824.9%
-737.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +3.1% | +12.4% | -9.2% | +0.3% |
| 30D | -29.5% | +2.6% | -32.2% | -30.1% |
| 3M | -11.7% | +11.9% | -23.6% | -14.4% |
| 6M | +29.0% | +13.9% | +15.1% | +24.0% |
| YTD | +3.4% | +64.2% | -60.8% | -9.8% |
| 1Y | -4.2% | +78.5% | -82.7% | -18.2% |
| 3Y | -12.8% | +272.9% | -285.8% | -39.0% |
| 5Y | -39.6% | +510.7% | -550.3% | -62.8% |
| All | +87.8% | +824.9% | -737.0% | -9.2% |
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