-5.6%
TLT vs CTVA
+10.7%
-16.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.4% | +4.9% | -5.4% | -0.7% |
| 30D | -0.6% | +11.9% | -12.5% | -1.1% |
| 3M | -2.7% | +13.7% | -16.4% | -3.8% |
| 6M | -5.6% | +13.1% | -18.8% | -7.0% |
| All | -5.6% | +10.7% | -16.3% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling