+16.0%
CTVA vs TNA
+52.8%
-36.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -4.5% | -7.3% | +2.8% | -3.9% |
| 30D | +11.3% | -14.2% | +25.5% | +12.6% |
| 3M | +12.3% | -4.6% | +16.9% | +12.4% |
| 6M | +7.2% | +36.9% | -29.8% | +2.9% |
| YTD | +26.0% | +42.5% | -16.5% | +20.6% |
| 1Y | +16.0% | +45.8% | -29.7% | +10.1% |
| All | +16.0% | +52.8% | -36.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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