+276.2%
BDX vs TRGP
+2,265.4%
-1,989.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.5% | -3.2% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +1.3% | +14.6% | -13.3% | +0.1% |
| 3M | +20.2% | +11.9% | +8.3% | +18.9% |
| 6M | +8.6% | +25.3% | -16.7% | +6.3% |
| YTD | +19.0% | +61.9% | -42.9% | +13.8% |
| 1Y | +21.2% | +87.3% | -66.1% | +14.3% |
| 3Y | -9.7% | +268.0% | -277.7% | -19.6% |
| 5Y | -3.4% | +638.2% | -641.6% | -18.9% |
| 10Y | +53.9% | +821.9% | -768.1% | +21.7% |
| All | +276.2% | +2,265.4% | -1,989.2% | +122.1% |
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