+216.7%
CTVA vs TW
+138.5%
+78.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -4.5% | -4.5% | 0.0% | -3.5% |
| 30D | +11.3% | -2.3% | +13.6% | +11.8% |
| 3M | +12.3% | +2.6% | +9.7% | +11.1% |
| 6M | +7.2% | -17.5% | +24.7% | +11.4% |
| YTD | +26.0% | -5.3% | +31.3% | +26.1% |
| 1Y | +16.0% | -14.8% | +30.8% | +19.2% |
| 3Y | +73.9% | +18.8% | +55.1% | +61.1% |
| 5Y | +103.8% | +20.7% | +83.1% | +84.2% |
| All | +216.7% | +138.5% | +78.2% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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