-2.6%
BDX vs TRGP
+627.0%
-629.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.4% | -0.6% | -4.9% | -5.3% |
| 30D | -2.2% | +10.0% | -12.1% | -3.6% |
| 3M | +20.1% | +7.6% | +12.5% | +18.5% |
| 6M | +9.1% | +26.8% | -17.7% | +4.6% |
| YTD | +17.9% | +60.6% | -42.7% | +8.7% |
| 1Y | +22.1% | +82.5% | -60.4% | +10.0% |
| 3Y | -10.5% | +265.0% | -275.6% | -26.5% |
| 5Y | -2.6% | +645.9% | -648.5% | -20.7% |
| All | -2.6% | +627.0% | -629.6% | -20.7% |
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