+271.5%
TRGP vs BG
+20.1%
+251.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -0.6% | +3.7% | -4.3% | -1.4% |
| 30D | +10.0% | +12.3% | -2.4% | +7.0% |
| 3M | +7.6% | -2.2% | +9.8% | +7.7% |
| 6M | +26.8% | +5.3% | +21.5% | +24.9% |
| YTD | +60.6% | +42.4% | +18.1% | +48.9% |
| 1Y | +82.5% | +55.2% | +27.3% | +65.7% |
| All | +271.5% | +20.1% | +251.5% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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