+44.7%
TFC vs CTVA
+131.3%
-86.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | 0.0% |
| 7D | +2.3% | -20.8% | +23.0% | +11.6% |
| 30D | +10.8% | -29.6% | +40.4% | +28.1% |
| 3M | -3.8% | -16.9% | +13.1% | +0.4% |
| 6M | +9.6% | -24.3% | +33.8% | +18.9% |
| YTD | +5.8% | -5.6% | +11.4% | +0.7% |
| 1Y | +16.2% | -4.2% | +20.3% | +9.5% |
| 3Y | +96.0% | +43.3% | +52.7% | +40.8% |
| 5Y | +1.7% | +35.7% | -34.0% | -26.5% |
| All | +44.7% | +131.3% | -86.6% | -32.3% |
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