+44.4%
TFC vs CTVA
+208.7%
-164.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -2.4% | -4.5% | +2.1% | 0.0% |
| 30D | -3.4% | +11.3% | -14.7% | -8.9% |
| 3M | +0.4% | +12.3% | -11.9% | -6.8% |
| 6M | +12.7% | +7.2% | +5.5% | +6.7% |
| YTD | +5.6% | +26.0% | -20.4% | -9.1% |
| 1Y | +16.0% | +16.0% | 0.0% | +3.9% |
| 3Y | +94.0% | +73.9% | +20.1% | +33.3% |
| 5Y | +16.2% | +103.8% | -87.6% | -29.9% |
| All | +44.4% | +208.7% | -164.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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