+224.3%
CTVA vs TPR
+365.0%
-140.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.3% |
| 7D | -2.1% | -3.4% | +1.3% | -1.2% |
| 30D | +12.0% | -27.3% | +39.3% | +20.8% |
| 3M | +13.5% | -16.2% | +29.7% | +17.6% |
| 6M | +12.1% | -17.9% | +30.0% | +16.0% |
| YTD | +29.0% | -7.1% | +36.1% | +28.4% |
| 1Y | +18.9% | +13.6% | +5.2% | +11.3% |
| 3Y | +78.9% | +293.7% | -214.9% | +12.2% |
| 5Y | +105.2% | +239.1% | -133.9% | +28.6% |
| All | +224.3% | +365.0% | -140.8% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling