+32.0%
CTVA vs TT
-6.5%
+38.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.2% |
| 7D | +8.2% | -8.5% | +16.7% | +8.5% |
| 30D | -1.0% | -12.8% | +11.8% | -0.5% |
| 3M | +4.6% | -12.9% | +17.4% | +5.2% |
| 6M | +0.5% | -15.2% | +15.7% | +1.7% |
| YTD | +22.7% | +6.2% | +16.5% | +20.4% |
| 1Y | +32.0% | -4.5% | +36.5% | +34.2% |
| All | +32.0% | -6.5% | +38.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling