+105.2%
CTVA vs TTMI
+798.2%
-693.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.7% | +6.0% | -10.7% | -5.2% |
| 30D | +11.1% | -6.4% | +17.5% | +11.4% |
| 3M | +13.7% | -28.9% | +42.6% | +16.4% |
| 6M | +11.2% | +26.9% | -15.7% | +5.2% |
| YTD | +26.9% | +77.3% | -50.4% | +13.7% |
| 1Y | +18.8% | +147.5% | -128.7% | 0.0% |
| 3Y | +75.9% | +847.6% | -771.7% | +11.3% |
| 5Y | +105.2% | +802.2% | -697.0% | +27.0% |
| All | +105.2% | +798.2% | -693.0% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling