+27.5%
BAC vs TRGP
+84.8%
-57.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -1.8% | +10.0% | -11.7% | -2.1% |
| 3M | +15.3% | +7.6% | +7.7% | +14.9% |
| 6M | +30.2% | +26.8% | +3.4% | +27.8% |
| YTD | +15.6% | +60.6% | -45.0% | +10.2% |
| 1Y | +27.5% | +82.5% | -55.0% | +18.4% |
| All | +27.5% | +84.8% | -57.3% | +18.4% |
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