+2,185.1%
TRGP vs DTE
+512.9%
+1,672.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +9.5% | -0.5% | +10.0% | +9.8% |
| 3M | +10.8% | -6.0% | +16.9% | +15.9% |
| 6M | +25.3% | -7.2% | +32.5% | +31.9% |
| YTD | +60.3% | +7.2% | +53.1% | +50.5% |
| 1Y | +84.6% | +4.1% | +80.5% | +76.8% |
| 3Y | +264.4% | +46.9% | +217.5% | +156.1% |
| 5Y | +636.6% | +32.9% | +603.7% | +451.5% |
| 10Y | +848.9% | +144.5% | +704.4% | +399.0% |
| All | +2,185.1% | +512.9% | +1,672.2% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling