+2,054.5%
TRGP vs DRI
+747.3%
+1,307.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.6% |
| 7D | -7.2% | +3.1% | -10.3% | -8.9% |
| 30D | -4.2% | +16.2% | -20.4% | -12.0% |
| 3M | +7.0% | +8.4% | -1.4% | +1.3% |
| 6M | +11.2% | +19.0% | -7.8% | -0.9% |
| YTD | +51.1% | +28.8% | +22.3% | +27.1% |
| 1Y | +62.0% | +33.1% | +28.9% | +33.2% |
| 3Y | +248.2% | +70.8% | +177.4% | +138.5% |
| 5Y | +432.4% | +74.2% | +358.1% | +248.8% |
| 10Y | +739.5% | +345.5% | +394.0% | +212.9% |
| All | +2,054.5% | +747.3% | +1,307.2% | +527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling