+2,174.7%
TRGP vs DD
+227.0%
+1,947.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | +0.8% | -3.5% | +4.3% | +3.0% |
| 30D | +11.5% | -10.3% | +21.8% | +19.1% |
| 3M | +9.0% | -7.5% | +16.5% | +13.1% |
| 6M | +20.5% | -8.0% | +28.5% | +23.3% |
| YTD | +59.5% | +10.5% | +49.1% | +43.2% |
| 1Y | +77.9% | +38.3% | +39.6% | +35.7% |
| 3Y | +253.6% | +42.5% | +211.1% | +149.8% |
| 5Y | +615.5% | +60.2% | +555.3% | +348.1% |
| 10Y | +897.1% | +68.9% | +828.2% | +474.6% |
| All | +2,174.7% | +227.0% | +1,947.7% | +870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling