+246.7%
TRGP vs DOC
+43.5%
+203.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.7% | -4.9% |
| 7D | -6.5% | +8.7% | -15.2% | -7.5% |
| 30D | -0.4% | +7.6% | -8.1% | -1.4% |
| 3M | +8.8% | -5.3% | +14.1% | +9.6% |
| 6M | +11.0% | +27.6% | -16.6% | +5.3% |
| YTD | +57.4% | +32.4% | +25.0% | +47.0% |
| 1Y | +87.9% | +22.9% | +65.0% | +79.3% |
| All | +246.7% | +43.5% | +203.2% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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