+850.1%
TRGP vs DVA
+187.8%
+662.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +8.0% | 0.0% | +8.0% | +7.9% |
| 3M | +8.3% | -10.9% | +19.2% | +10.4% |
| 6M | +23.9% | +17.3% | +6.6% | +16.7% |
| YTD | +59.6% | +59.8% | -0.2% | +37.2% |
| 1Y | +79.4% | +36.3% | +43.2% | +60.9% |
| 3Y | +269.4% | +88.6% | +180.8% | +192.6% |
| 5Y | +641.6% | +47.5% | +594.1% | +512.1% |
| All | +850.1% | +187.8% | +662.3% | +544.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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