+850.1%
TRGP vs BTG
+159.3%
+690.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.1% | -3.8% | +3.8% | +0.5% |
| 30D | +8.0% | +3.6% | +4.4% | +7.3% |
| 3M | +8.3% | +32.0% | -23.8% | +3.1% |
| 6M | +23.9% | +3.4% | +20.5% | +21.4% |
| YTD | +59.6% | +20.8% | +38.9% | +51.6% |
| 1Y | +79.4% | +22.4% | +57.0% | +68.6% |
| 3Y | +269.4% | +91.7% | +177.7% | +212.5% |
| 5Y | +641.6% | +79.0% | +562.7% | +527.1% |
| All | +850.1% | +159.3% | +690.9% | +695.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling