+855.6%
TRGP vs BBWI
-57.7%
+913.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | -0.6% | -8.0% | +7.5% | +1.6% |
| 30D | +10.0% | -6.6% | +16.6% | +11.7% |
| 3M | +7.6% | -2.7% | +10.3% | +6.8% |
| 6M | +26.8% | -12.8% | +39.6% | +27.4% |
| YTD | +60.6% | -10.5% | +71.0% | +58.5% |
| 1Y | +82.5% | -35.3% | +117.8% | +94.5% |
| 3Y | +265.0% | -47.7% | +312.8% | +286.6% |
| 5Y | +645.9% | -68.9% | +714.8% | +781.8% |
| All | +855.6% | -57.7% | +913.3% | +504.3% |
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