+850.1%
TRGP vs DTE
+137.8%
+712.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.5% |
| 7D | +0.1% | -2.6% | +2.6% | +2.3% |
| 30D | +8.0% | -4.4% | +12.4% | +12.1% |
| 3M | +8.3% | -8.3% | +16.6% | +16.0% |
| 6M | +23.9% | -8.1% | +32.0% | +31.9% |
| YTD | +59.6% | +4.4% | +55.2% | +52.1% |
| 1Y | +79.4% | +0.2% | +79.3% | +76.5% |
| 3Y | +269.4% | +42.6% | +226.8% | +154.6% |
| 5Y | +641.6% | +31.5% | +610.2% | +435.9% |
| All | +850.1% | +137.8% | +712.3% | +466.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling