+2,176.2%
TRGP vs BRO
+572.7%
+1,603.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.1% | -7.3% | +7.4% | +4.2% |
| 30D | +8.0% | -6.9% | +14.9% | +11.9% |
| 3M | +8.3% | +10.7% | -2.4% | +0.3% |
| 6M | +23.9% | -2.7% | +26.6% | +22.5% |
| YTD | +59.6% | -16.3% | +76.0% | +70.9% |
| 1Y | +79.4% | -29.1% | +108.5% | +111.7% |
| 3Y | +269.4% | -7.8% | +277.3% | +255.9% |
| 5Y | +641.6% | +18.7% | +622.9% | +472.7% |
| 10Y | +845.2% | +291.9% | +553.4% | +266.2% |
| All | +2,176.2% | +572.7% | +1,603.6% | +515.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling