+25.8%
BIL vs TRGP
+2,299.4%
-2,273.6%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | +12.4% | -12.3% | +0.1% |
| 30D | +0.3% | +2.6% | -2.3% | +0.3% |
| 3M | +1.0% | +11.9% | -10.9% | +1.0% |
| 6M | +1.9% | +13.9% | -12.0% | +1.9% |
| YTD | +3.2% | +64.2% | -61.0% | +3.2% |
| 1Y | +3.7% | +78.5% | -74.8% | +3.7% |
| 3Y | +13.8% | +272.9% | -259.1% | +13.8% |
| 5Y | +20.3% | +510.7% | -490.4% | +20.3% |
| 10Y | +26.2% | +821.0% | -794.8% | +26.2% |
| All | +25.8% | +2,299.4% | -2,273.6% | +25.8% |
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