+32.0%
CTVA vs TLN
-17.6%
+49.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.5% | +11.7% | +3.6% |
| 7D | +8.2% | -6.0% | +14.2% | +8.4% |
| 30D | -1.0% | -1.5% | +0.5% | -1.1% |
| 3M | +4.6% | -3.9% | +8.5% | +4.4% |
| 6M | +0.5% | -15.0% | +15.5% | +0.6% |
| YTD | +22.7% | -12.8% | +35.5% | +23.0% |
| 1Y | +32.0% | -17.3% | +49.3% | +33.3% |
| All | +32.0% | -17.6% | +49.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling