+645.9%
TRGP vs DVA
+40.8%
+605.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +10.0% | +1.7% | +8.3% | +9.7% |
| 3M | +7.6% | -8.7% | +16.3% | +8.4% |
| 6M | +26.8% | +19.7% | +7.1% | +22.2% |
| YTD | +60.6% | +59.6% | +0.9% | +46.7% |
| 1Y | +82.5% | +37.1% | +45.4% | +71.1% |
| 3Y | +265.0% | +89.8% | +175.2% | +222.4% |
| 5Y | +645.9% | +47.4% | +598.5% | +604.2% |
| All | +645.9% | +40.8% | +605.0% | +604.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling