+93.6%
TFC vs CTVA
+45.6%
+48.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -24.3% | +23.6% | +4.5% |
| 7D | +0.1% | -23.7% | +23.8% | +5.2% |
| 30D | +8.6% | -31.2% | +39.9% | +17.0% |
| 3M | -4.3% | -18.7% | +14.4% | -2.4% |
| 6M | +5.4% | -25.5% | +30.9% | +9.7% |
| YTD | +4.5% | -8.0% | +12.5% | +0.2% |
| 1Y | +14.0% | -7.0% | +21.0% | +8.7% |
| All | +93.6% | +45.6% | +48.0% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling