+810.9%
TRGP vs BBWI
-47.4%
+858.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | 0.0% |
| 7D | +12.4% | +0.1% | +12.2% | +12.3% |
| 30D | +2.6% | +12.9% | -10.3% | -1.2% |
| 3M | +11.9% | +16.0% | -4.1% | +6.3% |
| 6M | +13.9% | +16.6% | -2.7% | +6.0% |
| YTD | +64.2% | +9.7% | +54.4% | +52.0% |
| 1Y | +78.5% | +1.5% | +77.0% | +66.1% |
| 3Y | +272.9% | -21.4% | +294.3% | +247.8% |
| 5Y | +510.7% | -67.6% | +578.3% | +621.3% |
| All | +810.9% | -47.4% | +858.4% | +428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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