+22.6%
BROS vs TRGP
+621.5%
-598.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -6.6% | -0.7% | -5.9% | -6.3% |
| 30D | -12.3% | +9.5% | -21.8% | -16.1% |
| 3M | -22.2% | +10.8% | -33.0% | -26.9% |
| 6M | -14.3% | +25.3% | -39.6% | -25.3% |
| YTD | -26.6% | +60.3% | -86.8% | -44.0% |
| 1Y | -31.5% | +84.6% | -116.1% | -52.3% |
| 3Y | +62.3% | +264.4% | -202.1% | -21.1% |
| All | +22.6% | +621.5% | -598.9% | -35.6% |
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