+810.9%
TRGP vs DD
+97.1%
+713.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +12.4% | +5.0% | +7.4% | +8.9% |
| 30D | +2.6% | +19.7% | -17.1% | -9.0% |
| 3M | +11.9% | +7.2% | +4.7% | +6.0% |
| 6M | +13.9% | +1.0% | +12.9% | +10.7% |
| YTD | +64.2% | +29.1% | +35.1% | +31.7% |
| 1Y | +78.5% | +28.5% | +50.0% | +43.4% |
| 3Y | +272.9% | +89.4% | +183.5% | +110.6% |
| 5Y | +510.7% | +67.1% | +443.6% | +266.2% |
| All | +810.9% | +97.1% | +713.8% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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