+16.0%
TFC vs CTVA
+102.0%
-86.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | -4.7% | +2.2% | -0.6% |
| 30D | -2.8% | +11.1% | -13.9% | -7.0% |
| 3M | +2.1% | +13.7% | -11.6% | -4.1% |
| 6M | +10.1% | +11.2% | -1.1% | +3.7% |
| YTD | +5.4% | +26.9% | -21.5% | -6.7% |
| 1Y | +16.3% | +18.8% | -2.5% | +5.6% |
| 3Y | +95.9% | +75.9% | +19.9% | +46.2% |
| 5Y | +16.0% | +105.2% | -89.2% | -21.0% |
| All | +16.0% | +102.0% | -86.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling