+105.1%
CTVA vs TDY
+39.0%
+66.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | -4.5% | -1.1% | -3.4% | -4.1% |
| 30D | +11.3% | -12.0% | +23.4% | +16.7% |
| 3M | +12.3% | -3.2% | +15.5% | +13.1% |
| 6M | +7.2% | -7.9% | +15.0% | +9.7% |
| YTD | +26.0% | +18.2% | +7.8% | +15.8% |
| 1Y | +16.0% | +6.7% | +9.4% | +11.2% |
| 3Y | +73.9% | +47.5% | +26.4% | +42.9% |
| All | +105.1% | +39.0% | +66.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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