+171.6%
BKR vs TRGP
+628.1%
-456.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -8.1% | +8.0% | -16.2% | -13.0% |
| 3M | -6.6% | +8.3% | -14.9% | -12.3% |
| 6M | +0.9% | +23.9% | -23.1% | -14.1% |
| YTD | +31.1% | +59.6% | -28.5% | -6.5% |
| 1Y | +27.7% | +79.4% | -51.7% | -16.6% |
| 3Y | +71.2% | +269.4% | -198.2% | -36.1% |
| All | +171.6% | +628.1% | -456.5% | -41.2% |
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 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