+810.9%
TRGP vs BWA
+94.2%
+716.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +12.4% | +4.3% | +8.1% | +10.0% |
| 30D | +2.6% | -13.0% | +15.6% | +9.6% |
| 3M | +11.9% | -24.8% | +36.7% | +27.5% |
| 6M | +13.9% | -23.5% | +37.4% | +26.3% |
| YTD | +64.2% | +13.8% | +50.3% | +40.5% |
| 1Y | +78.5% | +13.4% | +65.1% | +52.4% |
| 3Y | +272.9% | +62.8% | +210.2% | +141.0% |
| 5Y | +510.7% | +28.5% | +482.3% | +332.9% |
| All | +810.9% | +94.2% | +716.7% | +324.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling