+638.2%
TRGP vs DRI
+70.3%
+567.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | -0.6% | -1.2% | +0.6% | -0.3% |
| 30D | +14.6% | -0.4% | +15.0% | +14.5% |
| 3M | +11.9% | +9.5% | +2.4% | +8.5% |
| 6M | +25.3% | +6.5% | +18.8% | +22.0% |
| YTD | +61.9% | +18.4% | +43.4% | +51.4% |
| 1Y | +87.3% | +4.2% | +83.1% | +82.5% |
| 3Y | +268.0% | +57.1% | +210.9% | +205.3% |
| 5Y | +638.2% | +70.4% | +567.8% | +480.4% |
| All | +638.2% | +70.3% | +567.9% | +480.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling