-4.2%
CTVA vs TT
-2.3%
-1.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -20.8% | +4.0% | -24.8% | -20.9% |
| 30D | -29.6% | -11.3% | -18.3% | -29.3% |
| 3M | -16.9% | -12.3% | -4.6% | -16.4% |
| 6M | -24.3% | -10.8% | -13.4% | -23.8% |
| YTD | -5.6% | +8.2% | -13.8% | -7.6% |
| 1Y | -4.2% | +1.5% | -5.6% | -4.3% |
| All | -4.2% | -2.3% | -1.9% | -4.3% |
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