-28.4%
DT vs TRGP
+639.4%
-667.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +0.1% | +9.5% | -9.4% | -2.7% |
| 3M | +24.1% | +10.8% | +13.3% | +19.4% |
| 6M | +30.1% | +25.3% | +4.8% | +19.7% |
| YTD | +16.8% | +60.3% | -43.5% | -1.6% |
| 1Y | -0.1% | +84.6% | -84.7% | -20.5% |
| 3Y | +6.8% | +264.4% | -257.5% | -36.9% |
| 5Y | -28.4% | +636.6% | -664.9% | -67.7% |
| All | -28.4% | +639.4% | -667.8% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling