+2,174.7%
TRGP vs BBWI
+49.2%
+2,125.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.3% |
| 30D | +11.5% | -5.2% | +16.7% | +12.7% |
| 3M | +9.0% | +11.1% | -2.1% | +4.3% |
| 6M | +20.5% | -13.4% | +33.9% | +21.4% |
| YTD | +59.5% | +0.1% | +59.4% | +52.7% |
| 1Y | +77.9% | -36.1% | +114.0% | +91.2% |
| 3Y | +253.6% | -44.1% | +297.7% | +269.0% |
| 5Y | +615.5% | -66.2% | +681.7% | +729.2% |
| 10Y | +897.1% | -54.8% | +951.9% | +677.4% |
| All | +2,174.7% | +49.2% | +2,125.4% | +1,035.5% |
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 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