+78.5%
TRGP vs DD
+27.9%
+50.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +12.4% | +5.0% | +7.4% | +12.4% |
| 30D | +2.6% | +19.7% | -17.1% | +3.6% |
| 3M | +11.9% | +7.2% | +4.7% | +12.2% |
| 6M | +13.9% | +1.0% | +12.9% | +15.1% |
| YTD | +64.2% | +29.1% | +35.1% | +61.0% |
| 1Y | +78.5% | +28.5% | +50.0% | +75.2% |
| All | +78.5% | +27.9% | +50.6% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling