+233.0%
BAC vs TRGP
+826.3%
-593.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.1% |
| 7D | -1.9% | +2.4% | -4.2% | -2.6% |
| 30D | -7.2% | +0.8% | -8.0% | -7.7% |
| 3M | -20.4% | +10.4% | -30.8% | -23.3% |
| 6M | +1.3% | +16.3% | -15.0% | -4.4% |
| YTD | -6.4% | +61.1% | -67.5% | -20.6% |
| 1Y | -3.5% | +71.6% | -75.1% | -19.9% |
| 3Y | +96.7% | +267.5% | -170.8% | +27.4% |
| 5Y | +20.6% | +488.1% | -467.6% | -33.3% |
| 10Y | +233.0% | +803.8% | -570.7% | +38.3% |
| All | +233.0% | +826.3% | -593.2% | +38.3% |
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 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