+803.8%
TRGP vs DRI
+339.9%
+463.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +2.4% | -0.7% | +3.1% | +2.9% |
| 30D | +0.8% | +14.7% | -13.9% | -7.6% |
| 3M | +10.4% | +5.4% | +4.9% | +5.6% |
| 6M | +16.3% | +18.8% | -2.6% | +2.3% |
| YTD | +61.1% | +28.4% | +32.8% | +33.0% |
| 1Y | +71.6% | +37.7% | +33.9% | +34.9% |
| 3Y | +267.5% | +68.0% | +199.5% | +141.6% |
| 5Y | +488.1% | +78.8% | +409.4% | +255.3% |
| 10Y | +803.8% | +334.2% | +469.6% | +217.9% |
| All | +803.8% | +339.9% | +463.9% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling