+270.9%
TRGP vs BAH
-31.4%
+302.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | +9.5% | -6.6% | +16.1% | +10.0% |
| 3M | +10.8% | -7.2% | +18.0% | +11.5% |
| 6M | +25.3% | -10.0% | +35.3% | +26.3% |
| YTD | +60.3% | -12.5% | +72.7% | +61.0% |
| 1Y | +84.6% | -27.9% | +112.5% | +89.3% |
| All | +270.9% | -31.4% | +302.3% | +269.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling