+96.7%
TFC vs CTVA
+78.5%
+18.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | +2.2% | -2.1% | +4.3% | +2.9% |
| 30D | -2.5% | +12.0% | -14.5% | -6.0% |
| 3M | +4.5% | +13.5% | -8.9% | -0.5% |
| 6M | +11.0% | +12.1% | -1.1% | +5.5% |
| YTD | +5.9% | +29.0% | -23.1% | -4.8% |
| 1Y | +14.6% | +18.9% | -4.3% | +6.0% |
| 3Y | +96.7% | +78.9% | +17.8% | +62.4% |
| All | +96.7% | +78.5% | +18.2% | +62.4% |
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