+73.9%
CTVA vs TNA
+101.9%
-28.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -4.5% | -7.3% | +2.8% | -3.2% |
| 30D | +11.3% | -14.2% | +25.5% | +14.2% |
| 3M | +12.3% | -4.6% | +16.9% | +12.7% |
| 6M | +7.2% | +36.9% | -29.8% | -0.7% |
| YTD | +26.0% | +42.5% | -16.5% | +15.2% |
| 1Y | +16.0% | +45.8% | -29.7% | +4.5% |
| 3Y | +73.9% | +104.7% | -30.7% | +33.0% |
| All | +73.9% | +101.9% | -28.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling