+2,174.7%
TRGP vs BAH
+909.6%
+1,265.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.8% | -3.2% | +4.0% | +1.6% |
| 30D | +11.5% | +2.0% | +9.5% | +10.9% |
| 3M | +9.0% | -7.6% | +16.6% | +10.5% |
| 6M | +20.5% | -5.7% | +26.2% | +20.9% |
| YTD | +59.5% | -11.7% | +71.3% | +61.1% |
| 1Y | +77.9% | -27.4% | +105.3% | +88.5% |
| 3Y | +253.6% | -32.5% | +286.1% | +267.4% |
| 5Y | +615.5% | -3.3% | +618.8% | +560.5% |
| 10Y | +897.1% | +186.0% | +711.1% | +571.9% |
| All | +2,174.7% | +909.6% | +1,265.1% | +862.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling