+470.2%
BAC vs TRGP
+2,291.1%
-1,820.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.8% |
| 7D | +1.5% | +9.0% | -7.5% | -1.0% |
| 30D | -6.4% | +1.5% | -7.9% | -7.1% |
| 3M | -21.7% | +10.7% | -32.4% | -24.4% |
| 6M | +0.5% | +17.1% | -16.6% | -5.0% |
| YTD | -6.7% | +63.6% | -70.3% | -20.5% |
| 1Y | -4.7% | +77.0% | -81.6% | -20.7% |
| 3Y | +96.1% | +273.2% | -177.1% | +29.6% |
| 5Y | +21.7% | +508.6% | -486.9% | -31.1% |
| 10Y | +232.0% | +817.8% | -585.8% | +41.7% |
| All | +470.2% | +2,291.1% | -1,820.9% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling