+460.0%
TRGP vs DOC
-21.9%
+481.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.7% | -5.4% |
| 7D | -6.5% | +8.7% | -15.2% | -8.8% |
| 30D | -0.4% | +7.6% | -8.1% | -2.8% |
| 3M | +8.8% | -5.3% | +14.1% | +10.2% |
| 6M | +11.0% | +27.6% | -16.6% | +0.5% |
| YTD | +57.4% | +32.4% | +25.0% | +39.3% |
| 1Y | +87.9% | +22.9% | +65.0% | +71.4% |
| 3Y | +244.4% | +43.1% | +201.3% | +185.4% |
| All | +460.0% | -21.9% | +481.9% | +557.1% |
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