+216.7%
CTVA vs TTMI
+1,232.3%
-1,015.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -1.3% |
| 7D | -4.5% | +0.7% | -5.2% | -4.7% |
| 30D | +11.3% | -8.4% | +19.8% | +12.5% |
| 3M | +12.3% | -32.5% | +44.8% | +18.6% |
| 6M | +7.2% | +32.5% | -25.3% | -4.5% |
| YTD | +26.0% | +83.2% | -57.2% | +1.7% |
| 1Y | +16.0% | +161.7% | -145.6% | -17.1% |
| 3Y | +73.9% | +890.1% | -816.2% | -24.0% |
| 5Y | +103.8% | +832.4% | -728.7% | -16.3% |
| All | +216.7% | +1,232.3% | -1,015.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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