+434.1%
TRGP vs DOC
-22.1%
+456.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -12.6% | +6.2% | -18.9% | -14.2% |
| 30D | -4.5% | +6.5% | -10.9% | -6.4% |
| 3M | +4.9% | -6.2% | +11.2% | +6.6% |
| 6M | +5.6% | +25.6% | -20.0% | -3.9% |
| YTD | +50.1% | +32.1% | +18.0% | +33.0% |
| 1Y | +70.2% | +20.3% | +49.9% | +56.6% |
| 3Y | +228.5% | +42.7% | +185.8% | +172.4% |
| 5Y | +434.1% | -22.2% | +456.2% | +527.2% |
| All | +434.1% | -22.1% | +456.2% | +527.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling