+432.4%
TRGP vs BAH
+9.2%
+423.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.2% |
| 7D | -7.2% | -1.5% | -5.7% | -7.0% |
| 30D | -4.2% | +17.3% | -21.4% | -6.5% |
| 3M | +7.0% | +14.9% | -7.9% | +4.5% |
| 6M | +11.2% | +14.2% | -3.0% | +8.4% |
| YTD | +51.1% | +5.1% | +46.0% | +47.9% |
| 1Y | +62.0% | +2.1% | +59.9% | +59.4% |
| 3Y | +248.2% | -26.0% | +274.2% | +247.9% |
| 5Y | +432.4% | +9.0% | +423.4% | +339.5% |
| All | +432.4% | +9.2% | +423.2% | +339.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling