+620.9%
TRGP vs BG
+81.8%
+539.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.1% |
| 7D | +0.1% | +3.1% | -3.0% | -1.1% |
| 30D | +8.0% | +10.2% | -2.2% | +3.9% |
| 3M | +8.3% | -1.7% | +9.9% | +8.5% |
| 6M | +23.9% | +1.0% | +22.9% | +22.6% |
| YTD | +59.6% | +39.9% | +19.7% | +38.3% |
| 1Y | +79.4% | +53.2% | +26.2% | +48.5% |
| 3Y | +269.4% | +16.3% | +253.2% | +240.3% |
| All | +620.9% | +81.8% | +539.1% | +367.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling