+78.9%
CTVA vs TLN
+494.5%
-415.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.3% |
| 7D | -2.1% | +10.9% | -13.0% | -2.5% |
| 30D | +12.0% | -6.3% | +18.4% | +12.3% |
| 3M | +13.5% | -10.7% | +24.2% | +13.8% |
| 6M | +12.1% | +1.6% | +10.5% | +11.3% |
| YTD | +29.0% | -13.1% | +42.1% | +29.0% |
| 1Y | +18.9% | -15.1% | +33.9% | +18.8% |
| 3Y | +78.9% | +495.0% | -416.1% | +36.0% |
| All | +78.9% | +494.5% | -415.6% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling