+620.9%
TRGP vs BR
+8.0%
+612.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -3.0% | +3.0% | +0.9% |
| 30D | +8.0% | -0.3% | +8.3% | +7.9% |
| 3M | +8.3% | +17.3% | -9.0% | +2.3% |
| 6M | +23.9% | -6.7% | +30.6% | +26.5% |
| YTD | +59.6% | -23.4% | +83.1% | +75.9% |
| 1Y | +79.4% | -32.7% | +112.1% | +109.1% |
| 3Y | +269.4% | -5.9% | +275.3% | +270.8% |
| All | +620.9% | +8.0% | +612.9% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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