+2,197.4%
TRGP vs BBWI
+66.1%
+2,131.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.4% | -7.7% | +10.1% | +4.7% |
| 30D | +0.8% | +24.8% | -23.9% | -5.7% |
| 3M | +10.4% | +16.2% | -5.9% | +4.6% |
| 6M | +16.3% | +15.8% | +0.4% | +8.2% |
| YTD | +61.1% | +11.4% | +49.7% | +48.3% |
| 1Y | +71.6% | +3.2% | +68.4% | +58.6% |
| 3Y | +267.5% | -23.5% | +291.0% | +245.8% |
| 5Y | +488.1% | -67.4% | +555.6% | +591.4% |
| 10Y | +803.8% | -46.0% | +849.8% | +563.9% |
| All | +2,197.4% | +66.1% | +2,131.3% | +1,002.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling