-34.9%
TLT vs CTVA
+103.5%
-138.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.6% |
| 7D | -0.3% | -5.8% | +5.5% | -0.2% |
| 30D | 0.0% | +11.1% | -11.1% | -0.2% |
| 3M | -2.9% | +13.2% | -16.1% | -3.0% |
| 6M | -6.3% | +8.7% | -15.0% | -6.4% |
| YTD | -3.3% | +27.3% | -30.6% | -3.6% |
| 1Y | -4.2% | +18.0% | -22.2% | -4.4% |
| 3Y | -1.7% | +76.5% | -78.1% | -2.6% |
| 5Y | -34.9% | +105.1% | -140.0% | -32.7% |
| All | -34.9% | +103.5% | -138.4% | -32.7% |
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