+77.9%
TRGP vs BRO
-24.4%
+102.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +0.8% | -2.6% | +3.4% | +0.7% |
| 30D | +11.5% | +0.9% | +10.6% | +11.5% |
| 3M | +9.0% | +24.8% | -15.8% | +8.7% |
| 6M | +20.5% | -0.1% | +20.6% | +20.3% |
| YTD | +59.5% | -9.7% | +69.2% | +61.1% |
| 1Y | +77.9% | -24.5% | +102.4% | +91.1% |
| All | +77.9% | -24.4% | +102.3% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling