+199.4%
CTVA vs TPR
+425.2%
-225.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | +2.2% | +14.2% | -12.0% | -1.2% |
| 30D | -17.6% | +17.1% | -34.7% | -21.1% |
| 3M | +3.4% | -17.7% | +21.1% | +7.8% |
| 6M | -2.6% | -10.2% | +7.6% | -1.3% |
| YTD | +19.1% | +4.9% | +14.2% | +14.6% |
| 1Y | +26.8% | +36.1% | -9.4% | +13.4% |
| 3Y | +63.9% | +416.5% | -352.6% | -4.8% |
| 5Y | +75.7% | +254.8% | -179.1% | +9.3% |
| All | +199.4% | +425.2% | -225.8% | +51.8% |
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