+219.9%
CTVA vs TRI
+72.3%
+147.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.8% |
| 7D | -5.8% | -8.4% | +2.6% | -3.6% |
| 30D | +11.1% | -6.5% | +17.5% | +12.8% |
| 3M | +13.2% | +18.6% | -5.4% | +5.9% |
| 6M | +8.7% | -10.4% | +19.2% | +10.8% |
| YTD | +27.3% | -23.7% | +51.0% | +37.5% |
| 1Y | +18.0% | -42.5% | +60.5% | +44.5% |
| 3Y | +76.5% | -19.3% | +95.8% | +76.3% |
| 5Y | +105.1% | -9.7% | +114.8% | +88.5% |
| All | +219.9% | +72.3% | +147.6% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling