+224.3%
CTVA vs TRGP
+790.2%
-565.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +12.0% | +14.6% | -2.5% | +8.1% |
| 3M | +13.5% | +11.9% | +1.5% | +9.9% |
| 6M | +12.1% | +25.3% | -13.2% | +5.3% |
| YTD | +29.0% | +61.9% | -32.9% | +13.4% |
| 1Y | +18.9% | +87.3% | -68.4% | +0.3% |
| 3Y | +78.9% | +268.0% | -189.1% | +24.8% |
| 5Y | +105.2% | +638.2% | -533.0% | +19.8% |
| All | +224.3% | +790.2% | -565.9% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling