+2,189.3%
TRGP vs DVA
+392.2%
+1,797.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +10.0% | +1.7% | +8.3% | +9.3% |
| 3M | +7.6% | -8.7% | +16.3% | +9.3% |
| 6M | +26.8% | +19.7% | +7.1% | +17.0% |
| YTD | +60.6% | +59.6% | +0.9% | +33.5% |
| 1Y | +82.5% | +37.1% | +45.4% | +59.3% |
| 3Y | +265.0% | +89.8% | +175.2% | +173.0% |
| 5Y | +645.9% | +47.4% | +598.5% | +485.0% |
| 10Y | +850.6% | +184.9% | +665.8% | +433.7% |
| All | +2,189.3% | +392.2% | +1,797.0% | +977.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling