+392.9%
BAC vs TRGP
+863.3%
-470.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.8% | +8.0% | -10.8% | -5.2% |
| 3M | +14.2% | +8.3% | +6.0% | +10.9% |
| 6M | +30.5% | +23.9% | +6.6% | +21.0% |
| YTD | +15.8% | +59.6% | -43.8% | -1.1% |
| 1Y | +26.2% | +79.4% | -53.3% | +3.4% |
| 3Y | +136.5% | +269.4% | -132.9% | +53.7% |
| 5Y | +75.9% | +641.6% | -565.7% | -8.6% |
| All | +392.9% | +863.3% | -470.4% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling