+56.5%
CTVA vs TLN
+571.8%
-515.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -4.7% | +2.0% | -6.6% | -4.7% |
| 30D | +11.1% | -12.9% | +24.0% | +11.7% |
| 3M | +13.7% | -7.4% | +21.2% | +13.7% |
| 6M | +11.2% | -6.0% | +17.3% | +10.8% |
| YTD | +26.9% | -16.9% | +43.8% | +27.1% |
| 1Y | +18.8% | -22.6% | +41.4% | +19.4% |
| 3Y | +75.9% | +469.0% | -393.1% | +42.3% |
| All | +56.5% | +571.8% | -515.3% | +27.2% |
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