+2,207.9%
TRGP vs BG
+182.9%
+2,025.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | -1.0% |
| 7D | -0.6% | +2.4% | -3.0% | -2.0% |
| 30D | +14.6% | +15.0% | -0.5% | +5.7% |
| 3M | +11.9% | -0.7% | +12.6% | +11.6% |
| 6M | +25.3% | +7.5% | +17.8% | +18.7% |
| YTD | +61.9% | +41.6% | +20.3% | +30.4% |
| 1Y | +87.3% | +50.7% | +36.6% | +43.6% |
| 3Y | +268.0% | +20.3% | +247.7% | +208.7% |
| 5Y | +638.2% | +85.2% | +553.0% | +355.1% |
| 10Y | +821.9% | +160.6% | +661.3% | +313.3% |
| All | +2,207.9% | +182.9% | +2,025.1% | +871.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling