+231.7%
CTVA vs TW
+149.7%
+82.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +4.9% | -2.3% | +7.3% | +5.5% |
| 30D | +11.9% | +3.9% | +8.0% | +10.9% |
| 3M | +13.7% | +5.7% | +8.0% | +11.6% |
| 6M | +13.1% | -14.5% | +27.7% | +16.7% |
| YTD | +32.0% | -0.9% | +32.8% | +30.7% |
| 1Y | +22.1% | -13.5% | +35.6% | +25.2% |
| 3Y | +77.5% | +25.0% | +52.5% | +62.5% |
| 5Y | +106.3% | +22.7% | +83.6% | +86.3% |
| All | +231.7% | +149.7% | +82.0% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling