+105.2%
CTVA vs TT
+146.0%
-40.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -2.1% | +1.6% | -3.7% | -2.5% |
| 30D | +12.0% | -7.3% | +19.4% | +14.1% |
| 3M | +13.5% | -2.6% | +16.1% | +13.6% |
| 6M | +12.1% | +5.9% | +6.2% | +9.2% |
| YTD | +29.0% | +15.4% | +13.6% | +22.3% |
| 1Y | +18.9% | +8.2% | +10.6% | +14.4% |
| 3Y | +78.9% | +122.7% | -43.8% | +31.8% |
| 5Y | +105.2% | +145.0% | -39.7% | +44.5% |
| All | +105.2% | +146.0% | -40.7% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling