+3,635.7%
TDG vs TRGP
+2,242.0%
+1,393.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -8.0% | +9.5% | -17.4% | -10.6% |
| 3M | -10.5% | +10.8% | -21.3% | -13.7% |
| 6M | -11.9% | +25.3% | -37.2% | -18.6% |
| YTD | -15.4% | +60.3% | -75.6% | -27.4% |
| 1Y | -14.2% | +84.6% | -98.8% | -29.9% |
| 3Y | +51.0% | +264.4% | -213.3% | -1.2% |
| 5Y | +126.5% | +636.6% | -510.1% | +18.8% |
| 10Y | +535.6% | +848.9% | -313.4% | +139.6% |
| All | +3,635.7% | +2,242.0% | +1,393.8% | +641.6% |
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