+43.2%
TFC vs CTVA
+131.3%
-88.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -1.1% |
| 7D | +1.2% | -20.8% | +22.0% | +10.4% |
| 30D | +9.7% | -29.6% | +39.3% | +26.8% |
| 3M | -4.8% | -16.9% | +12.1% | -0.6% |
| 6M | +8.4% | -24.3% | +32.7% | +17.7% |
| YTD | +4.7% | -5.6% | +10.3% | -0.4% |
| 1Y | +15.0% | -4.2% | +19.1% | +8.3% |
| 3Y | +93.9% | +43.3% | +50.7% | +39.3% |
| 5Y | +0.6% | +35.7% | -35.1% | -27.2% |
| All | +43.2% | +131.3% | -88.1% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling