+72.9%
BAC vs TRGP
+631.5%
-558.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -0.7% | +14.6% | -15.3% | -5.7% |
| 3M | +16.9% | +11.9% | +5.0% | +11.4% |
| 6M | +29.6% | +25.3% | +4.3% | +17.6% |
| YTD | +15.3% | +61.9% | -46.6% | -6.0% |
| 1Y | +28.8% | +87.3% | -58.4% | -1.7% |
| 3Y | +136.4% | +268.0% | -131.6% | +34.1% |
| 5Y | +72.9% | +638.2% | -565.3% | -31.9% |
| All | +72.9% | +631.5% | -558.5% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling