+216.7%
CTVA vs TRI
+73.0%
+143.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -4.5% | -7.9% | +3.4% | -2.3% |
| 30D | +11.3% | -4.5% | +15.8% | +12.4% |
| 3M | +12.3% | +22.1% | -9.8% | +4.1% |
| 6M | +7.2% | -2.8% | +9.9% | +6.0% |
| YTD | +26.0% | -23.4% | +49.4% | +36.0% |
| 1Y | +16.0% | -41.5% | +57.6% | +41.1% |
| 3Y | +73.9% | -19.2% | +93.1% | +73.8% |
| 5Y | +103.8% | -9.4% | +113.2% | +87.2% |
| All | +216.7% | +73.0% | +143.7% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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