+855.6%
TRGP vs DD
+67.0%
+788.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.6% | -2.9% | +2.4% | +1.3% |
| 30D | +10.0% | -11.5% | +21.5% | +18.7% |
| 3M | +7.6% | -5.4% | +13.0% | +10.2% |
| 6M | +26.8% | -6.9% | +33.7% | +28.6% |
| YTD | +60.6% | +6.9% | +53.7% | +46.3% |
| 1Y | +82.5% | +35.6% | +46.8% | +38.8% |
| 3Y | +265.0% | +42.5% | +222.5% | +151.1% |
| 5Y | +645.9% | +58.5% | +587.4% | +348.5% |
| All | +855.6% | +67.0% | +788.6% | +298.9% |
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