+256.9%
BN vs TRGP
+868.8%
-611.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.9% | -0.6% | -5.3% | -5.7% |
| 30D | -15.1% | +10.0% | -25.0% | -17.5% |
| 3M | -14.6% | +7.6% | -22.2% | -16.8% |
| 6M | -8.4% | +26.8% | -35.2% | -15.3% |
| YTD | -16.8% | +60.6% | -77.4% | -28.3% |
| 1Y | -14.4% | +82.5% | -96.8% | -29.2% |
| 3Y | +70.1% | +265.0% | -194.9% | +15.4% |
| 5Y | +33.5% | +645.9% | -612.4% | -25.0% |
| All | +256.9% | +868.8% | -611.9% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling