+105.2%
CTVA vs TW
+19.6%
+85.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -4.7% | -2.7% | -1.9% | -4.3% |
| 30D | +11.1% | -1.7% | +12.8% | +11.3% |
| 3M | +13.7% | +1.6% | +12.1% | +13.1% |
| 6M | +11.2% | -17.7% | +28.9% | +14.4% |
| YTD | +26.9% | -4.3% | +31.2% | +26.9% |
| 1Y | +18.8% | -13.1% | +31.9% | +21.0% |
| 3Y | +75.9% | +20.3% | +55.7% | +68.7% |
| 5Y | +105.2% | +22.0% | +83.3% | +88.6% |
| All | +105.2% | +19.6% | +85.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling