+636.6%
TRGP vs BBWI
-68.8%
+705.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.1% |
| 7D | -0.7% | -4.4% | +3.7% | -0.1% |
| 30D | +9.5% | -7.4% | +16.8% | +10.5% |
| 3M | +10.8% | -2.2% | +13.0% | +10.3% |
| 6M | +25.3% | -16.3% | +41.6% | +26.8% |
| YTD | +60.3% | -9.1% | +69.4% | +59.0% |
| 1Y | +84.6% | -34.5% | +119.1% | +92.8% |
| 3Y | +264.4% | -47.0% | +311.3% | +280.1% |
| 5Y | +636.6% | -68.8% | +705.4% | +741.1% |
| All | +636.6% | -68.8% | +705.4% | +741.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling