+274.6%
TRGP vs BWA
+69.7%
+204.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | -0.6% | +4.3% | -4.9% | -1.1% |
| 30D | +14.6% | -2.9% | +17.5% | +14.8% |
| 3M | +11.9% | -12.4% | +24.4% | +13.5% |
| 6M | +25.3% | +28.6% | -3.3% | +20.2% |
| YTD | +61.9% | +48.2% | +13.6% | +49.8% |
| 1Y | +87.3% | +50.9% | +36.4% | +72.5% |
| All | +274.6% | +69.7% | +204.9% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling