+216.7%
CTVA vs TDY
+151.9%
+64.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | +11.3% | -12.0% | +23.4% | +17.9% |
| 3M | +12.3% | -3.2% | +15.5% | +13.4% |
| 6M | +7.2% | -7.9% | +15.0% | +10.1% |
| YTD | +26.0% | +18.2% | +7.8% | +14.4% |
| 1Y | +16.0% | +6.7% | +9.4% | +10.4% |
| 3Y | +73.9% | +47.5% | +26.4% | +38.8% |
| 5Y | +103.8% | +39.5% | +64.3% | +63.6% |
| All | +216.7% | +151.9% | +64.8% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling