+32.0%
CTVA vs TPR
+20.9%
+11.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +3.0% |
| 7D | +8.2% | +12.6% | -4.4% | +7.5% |
| 30D | -1.0% | +7.1% | -8.2% | -1.4% |
| 3M | +4.6% | -19.4% | +23.9% | +5.2% |
| 6M | +0.5% | -9.7% | +10.2% | +0.7% |
| YTD | +22.7% | -1.0% | +23.7% | +21.6% |
| 1Y | +32.0% | +19.3% | +12.7% | +26.2% |
| All | +32.0% | +20.9% | +11.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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