+270.9%
TRGP vs DD
+42.2%
+228.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | -0.7% | -3.8% | +3.1% | +0.2% |
| 30D | +9.5% | -9.2% | +18.7% | +11.9% |
| 3M | +10.8% | -9.0% | +19.8% | +12.9% |
| 6M | +25.3% | -5.0% | +30.3% | +25.1% |
| YTD | +60.3% | +7.4% | +52.9% | +52.8% |
| 1Y | +84.6% | +35.1% | +49.4% | +61.4% |
| All | +270.9% | +42.2% | +228.7% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling