+298.1%
TRGP vs BAM
+90.5%
+207.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.8% |
| 7D | -7.2% | +5.3% | -12.4% | -8.4% |
| 30D | -4.2% | +18.1% | -22.3% | -8.6% |
| 3M | +7.0% | +4.2% | +2.7% | +5.3% |
| 6M | +11.2% | +11.1% | +0.2% | +6.8% |
| YTD | +51.1% | +6.6% | +44.5% | +46.2% |
| 1Y | +62.0% | +6.2% | +55.8% | +56.6% |
| 3Y | +248.2% | +95.0% | +153.2% | +169.8% |
| All | +298.1% | +90.5% | +207.5% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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