+636.6%
TRGP vs BWA
+89.5%
+547.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +9.5% | -5.6% | +15.0% | +10.9% |
| 3M | +10.8% | -10.7% | +21.5% | +13.6% |
| 6M | +25.3% | +23.2% | +2.2% | +15.9% |
| YTD | +60.3% | +46.0% | +14.3% | +37.7% |
| 1Y | +84.6% | +51.2% | +33.4% | +56.0% |
| 3Y | +264.4% | +69.6% | +194.8% | +186.2% |
| 5Y | +636.6% | +86.6% | +550.0% | +411.9% |
| All | +636.6% | +89.5% | +547.1% | +411.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling