+803.8%
TRGP vs BAH
+211.3%
+592.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | +2.4% | -1.6% | +4.0% | +2.7% |
| 30D | +0.8% | +18.0% | -17.2% | -2.6% |
| 3M | +10.4% | +11.4% | -1.1% | +7.6% |
| 6M | +16.3% | +17.7% | -1.4% | +11.5% |
| YTD | +61.1% | +5.4% | +55.8% | +56.5% |
| 1Y | +71.6% | +2.8% | +68.9% | +67.5% |
| 3Y | +267.5% | -26.7% | +294.1% | +274.7% |
| 5Y | +488.1% | +8.1% | +480.1% | +426.4% |
| 10Y | +803.8% | +202.5% | +601.2% | +610.8% |
| All | +803.8% | +211.3% | +592.4% | +610.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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