+269.4%
TRGP vs BRKR
-11.8%
+281.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.6% |
| 7D | +0.1% | -8.7% | +8.7% | +0.4% |
| 30D | +8.0% | -9.9% | +17.9% | +8.4% |
| 3M | +8.3% | -3.1% | +11.3% | +8.1% |
| 6M | +23.9% | +45.5% | -21.6% | +19.7% |
| YTD | +59.6% | +13.7% | +46.0% | +57.1% |
| 1Y | +79.4% | +67.4% | +12.0% | +68.8% |
| 3Y | +269.4% | -13.2% | +282.7% | +262.1% |
| All | +269.4% | -11.8% | +281.2% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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