+204.7%
CTVA vs TT
+395.1%
-190.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | -0.1% |
| 7D | +1.6% | +1.7% | -0.2% | +0.8% |
| 30D | -8.5% | -11.8% | +3.3% | -4.2% |
| 3M | +5.3% | -12.6% | +17.9% | +10.5% |
| 6M | -0.1% | -9.4% | +9.3% | +2.4% |
| YTD | +21.2% | +8.8% | +12.4% | +13.5% |
| 1Y | +27.0% | -2.5% | +29.5% | +24.8% |
| 3Y | +87.2% | +95.7% | -8.4% | +25.1% |
| 5Y | +77.9% | +135.7% | -57.8% | +4.1% |
| All | +204.7% | +395.1% | -190.4% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling