+2,185.1%
TRGP vs DGX
+528.8%
+1,656.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.7% | -2.2% | +1.5% | +0.3% |
| 30D | +9.5% | -0.9% | +10.4% | +9.8% |
| 3M | +10.8% | +15.6% | -4.8% | +3.4% |
| 6M | +25.3% | +17.8% | +7.5% | +15.6% |
| YTD | +60.3% | +37.5% | +22.8% | +37.0% |
| 1Y | +84.6% | +31.2% | +53.4% | +60.7% |
| 3Y | +264.4% | +96.6% | +167.8% | +155.2% |
| 5Y | +636.6% | +64.9% | +571.7% | +449.1% |
| 10Y | +848.9% | +254.6% | +594.3% | +358.9% |
| All | +2,185.1% | +528.8% | +1,656.3% | +761.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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