+625.6%
TRGP vs DOC
-24.5%
+650.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +11.5% | -4.8% | +16.3% | +13.1% |
| 3M | +9.0% | +6.9% | +2.1% | +6.1% |
| 6M | +20.5% | +20.7% | -0.2% | +11.7% |
| YTD | +59.5% | +34.1% | +25.4% | +41.2% |
| 1Y | +77.9% | +22.6% | +55.3% | +63.0% |
| 3Y | +253.6% | +20.8% | +232.7% | +222.3% |
| All | +625.6% | -24.5% | +650.2% | +756.6% |
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