+34.0%
BN vs TRGP
+504.4%
-470.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -1.0% | +12.4% | -13.4% | -5.2% |
| 30D | +14.0% | +2.6% | +11.3% | +12.0% |
| 3M | -9.0% | +11.9% | -20.9% | -14.1% |
| 6M | -8.8% | +13.9% | -22.7% | -15.4% |
| YTD | -10.3% | +64.2% | -74.4% | -30.3% |
| 1Y | -5.8% | +78.5% | -84.3% | -29.9% |
| 3Y | +94.8% | +272.9% | -178.1% | -2.2% |
| All | +34.0% | +504.4% | -470.4% | -48.8% |
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 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