+636.6%
TRGP vs BAH
-3.7%
+640.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | +9.5% | -6.6% | +16.1% | +10.6% |
| 3M | +10.8% | -7.2% | +18.0% | +11.9% |
| 6M | +25.3% | -10.0% | +35.3% | +26.9% |
| YTD | +60.3% | -12.5% | +72.7% | +61.6% |
| 1Y | +84.6% | -27.9% | +112.5% | +93.5% |
| 3Y | +264.4% | -31.4% | +295.8% | +261.2% |
| 5Y | +636.6% | -3.2% | +639.8% | +537.5% |
| All | +636.6% | -3.7% | +640.2% | +537.5% |
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