-21.4%
TLT vs CTVA
+208.7%
-230.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -1.6% | -4.5% | +2.9% | -2.0% |
| 30D | -1.1% | +11.3% | -12.5% | -0.3% |
| 3M | -4.9% | +12.3% | -17.2% | -3.8% |
| 6M | -5.0% | +7.2% | -12.2% | -4.3% |
| YTD | -4.4% | +26.0% | -30.4% | -2.3% |
| 1Y | -6.4% | +16.0% | -22.4% | -5.0% |
| 3Y | -2.0% | +73.9% | -75.9% | +3.8% |
| 5Y | -35.0% | +103.8% | -138.8% | -28.2% |
| All | -21.4% | +208.7% | -230.2% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling