+26.5%
BAC vs TRGP
+80.7%
-54.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | -0.9% | +11.5% | -12.4% | -1.3% |
| 3M | +16.3% | +9.0% | +7.3% | +15.7% |
| 6M | +26.0% | +20.5% | +5.5% | +24.2% |
| YTD | +15.2% | +59.5% | -44.3% | +9.4% |
| 1Y | +26.5% | +77.9% | -51.4% | +17.3% |
| All | +26.5% | +80.7% | -54.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling