+620.9%
TRGP vs DTE
+30.3%
+590.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | +0.1% | -2.6% | +2.6% | +1.3% |
| 30D | +8.0% | -4.4% | +12.4% | +10.3% |
| 3M | +8.3% | -8.3% | +16.6% | +12.6% |
| 6M | +23.9% | -8.1% | +32.0% | +28.6% |
| YTD | +59.6% | +4.4% | +55.2% | +55.7% |
| 1Y | +79.4% | +0.2% | +79.3% | +78.2% |
| 3Y | +269.4% | +42.6% | +226.8% | +203.1% |
| All | +620.9% | +30.3% | +590.6% | +545.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling