+636.6%
TRGP vs DD
+59.3%
+577.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -0.7% | -3.8% | +3.1% | +0.7% |
| 30D | +9.5% | -9.2% | +18.7% | +13.3% |
| 3M | +10.8% | -9.0% | +19.8% | +14.0% |
| 6M | +25.3% | -5.0% | +30.3% | +25.3% |
| YTD | +60.3% | +7.4% | +52.9% | +50.7% |
| 1Y | +84.6% | +35.1% | +49.4% | +54.9% |
| 3Y | +264.4% | +43.2% | +221.1% | +187.0% |
| 5Y | +636.6% | +59.6% | +576.9% | +418.9% |
| All | +636.6% | +59.3% | +577.2% | +418.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling