+13.4%
CTVA vs TLN
+733.8%
-720.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +2.1% | -26.4% | -24.4% |
| 7D | -23.7% | +22.3% | -46.0% | -24.6% |
| 30D | -31.2% | +1.2% | -32.4% | -31.3% |
| 3M | -18.7% | +5.9% | -24.7% | -19.3% |
| 6M | -25.5% | +3.2% | -28.7% | -26.1% |
| YTD | -8.0% | +3.2% | -11.2% | -9.0% |
| 1Y | -7.0% | +5.2% | -12.2% | -8.2% |
| 3Y | +45.2% | +606.3% | -561.1% | +15.5% |
| All | +13.4% | +733.8% | -720.4% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling