+216.7%
CTVA vs TRGP
+778.0%
-561.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +11.3% | +8.0% | +3.3% | +9.1% |
| 3M | +12.3% | +8.3% | +4.1% | +9.7% |
| 6M | +7.2% | +23.9% | -16.7% | +0.9% |
| YTD | +26.0% | +59.6% | -33.6% | +11.1% |
| 1Y | +16.0% | +79.4% | -63.4% | -1.0% |
| 3Y | +73.9% | +269.4% | -195.5% | +21.2% |
| 5Y | +103.8% | +641.6% | -537.9% | +18.8% |
| All | +216.7% | +778.0% | -561.3% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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