+105.2%
CTVA vs TRGP
+627.0%
-521.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | +11.1% | +10.0% | +1.1% | +7.6% |
| 3M | +13.7% | +7.6% | +6.1% | +10.5% |
| 6M | +11.2% | +26.8% | -15.6% | +2.0% |
| YTD | +26.9% | +60.6% | -33.7% | +7.2% |
| 1Y | +18.8% | +82.5% | -63.7% | -4.3% |
| 3Y | +75.9% | +265.0% | -189.1% | +3.5% |
| 5Y | +105.2% | +645.9% | -540.7% | -16.2% |
| All | +105.2% | +627.0% | -521.8% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling