+16.3%
TFC vs CTVA
+18.2%
-1.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.5% | -4.7% | +2.2% | -1.9% |
| 30D | -2.8% | +11.1% | -13.9% | -4.2% |
| 3M | +2.1% | +13.7% | -11.6% | -0.3% |
| 6M | +10.1% | +11.2% | -1.1% | +7.1% |
| YTD | +5.4% | +26.9% | -21.5% | -1.3% |
| 1Y | +16.3% | +18.8% | -2.5% | +8.6% |
| All | +16.3% | +18.2% | -1.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling