-25.0%
TEVA vs TRGP
+863.3%
-888.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.0% | +8.0% | -7.1% | -1.7% |
| 3M | +7.3% | +8.3% | -0.9% | +4.1% |
| 6M | +21.7% | +23.9% | -2.2% | +12.6% |
| YTD | +18.8% | +59.6% | -40.8% | +1.1% |
| 1Y | +86.5% | +79.4% | +7.0% | +52.4% |
| 3Y | +269.4% | +269.4% | 0.0% | +132.5% |
| 5Y | +303.6% | +641.6% | -338.1% | +100.2% |
| All | -25.0% | +863.3% | -888.2% | -67.6% |
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