+266.0%
TRGP vs BBWI
-22.8%
+288.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | +2.4% | -7.7% | +10.1% | +3.0% |
| 30D | +0.8% | +24.8% | -23.9% | -1.2% |
| 3M | +10.4% | +16.2% | -5.9% | +8.7% |
| 6M | +16.3% | +15.8% | +0.4% | +13.8% |
| YTD | +61.1% | +11.4% | +49.7% | +57.2% |
| 1Y | +71.6% | +3.2% | +68.4% | +68.3% |
| All | +266.0% | -22.8% | +288.7% | +269.5% |
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