+117.6%
DT vs TRGP
+798.6%
-681.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | +2.0% | +11.5% | -9.5% | -0.7% |
| 3M | +20.0% | +9.0% | +11.0% | +16.9% |
| 6M | +39.3% | +20.5% | +18.8% | +31.9% |
| YTD | +19.8% | +59.5% | -39.8% | +5.5% |
| 1Y | +4.3% | +77.9% | -73.6% | -11.0% |
| 3Y | +7.7% | +253.6% | -245.9% | -23.6% |
| 5Y | -26.8% | +615.5% | -642.3% | -56.4% |
| All | +117.6% | +798.6% | -681.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling