+607.6%
BAC vs TRGP
+2,231.3%
-1,623.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | -0.4% | +11.5% | -11.9% | -3.7% |
| 3M | +16.9% | +9.0% | +7.9% | +13.4% |
| 6M | +26.6% | +20.5% | +6.1% | +18.8% |
| YTD | +15.8% | +59.5% | -43.7% | -0.2% |
| 1Y | +27.2% | +77.9% | -50.7% | +5.6% |
| 3Y | +132.4% | +253.6% | -121.2% | +56.5% |
| 5Y | +72.6% | +615.5% | -542.9% | -6.4% |
| 10Y | +389.7% | +897.1% | -507.4% | +105.0% |
| All | +607.6% | +2,231.3% | -1,623.7% | +26.2% |
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