+87.9%
TRGP vs BWA
+17.4%
+70.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.6% |
| 7D | -6.5% | -9.9% | +3.4% | -6.5% |
| 30D | -0.4% | -16.4% | +15.9% | -0.5% |
| 3M | +8.8% | -19.8% | +28.6% | +8.6% |
| 6M | +11.0% | -10.0% | +21.0% | +10.3% |
| YTD | +57.4% | +12.7% | +44.6% | +49.2% |
| 1Y | +87.9% | +15.7% | +72.2% | +77.3% |
| All | +87.9% | +17.4% | +70.5% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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