+83.0%
CTVA vs TPR
+308.4%
-225.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.9% | -2.3% | +7.2% | +5.3% |
| 30D | +11.9% | -23.0% | +34.9% | +15.7% |
| 3M | +13.7% | -12.5% | +26.1% | +15.1% |
| 6M | +13.1% | -21.4% | +34.6% | +16.2% |
| YTD | +32.0% | -3.5% | +35.5% | +30.4% |
| 1Y | +22.1% | +17.4% | +4.7% | +15.9% |
| All | +83.0% | +308.4% | -225.3% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling