+206.2%
CTVA vs TT
+395.4%
-189.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.4% | +0.8% | +1.6% | +2.0% |
| 30D | -8.1% | -11.8% | +3.7% | -3.7% |
| 3M | +6.3% | -11.6% | +17.9% | +11.0% |
| 6M | +0.4% | -9.3% | +9.7% | +2.9% |
| YTD | +21.8% | +8.9% | +12.9% | +14.0% |
| 1Y | +24.9% | -2.2% | +27.1% | +22.6% |
| 3Y | +92.3% | +91.9% | +0.4% | +29.8% |
| 5Y | +78.9% | +136.0% | -57.1% | +4.6% |
| All | +206.2% | +395.4% | -189.2% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling