+87.9%
TRGP vs DTE
+5.6%
+82.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -7.0% | -5.2% |
| 7D | -6.5% | +4.2% | -10.7% | -7.7% |
| 30D | -0.4% | +10.0% | -10.4% | -3.8% |
| 3M | +8.8% | -2.1% | +10.9% | +9.9% |
| 6M | +11.0% | -4.7% | +15.7% | +13.5% |
| YTD | +57.4% | +9.3% | +48.1% | +53.0% |
| 1Y | +87.9% | +6.6% | +81.2% | +83.5% |
| All | +87.9% | +5.6% | +82.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling