+274.6%
TRGP vs BBWI
-44.3%
+318.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | +14.6% | -6.2% | +20.8% | +15.0% |
| 3M | +11.9% | +4.3% | +7.6% | +10.9% |
| 6M | +25.3% | -7.2% | +32.4% | +25.2% |
| YTD | +61.9% | -3.0% | +64.9% | +60.2% |
| 1Y | +87.3% | -30.8% | +118.0% | +93.9% |
| All | +274.6% | -44.3% | +318.9% | +290.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling