-20.1%
TLT vs CTVA
+223.3%
-243.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.1% |
| 7D | -0.4% | +4.9% | -5.4% | 0.0% |
| 30D | -0.6% | +11.9% | -12.5% | +0.3% |
| 3M | -2.7% | +13.7% | -16.4% | -1.6% |
| 6M | -5.6% | +13.1% | -18.8% | -4.5% |
| YTD | -2.8% | +32.0% | -34.7% | -0.3% |
| 1Y | -1.4% | +22.1% | -23.5% | +0.5% |
| 3Y | -1.6% | +77.5% | -79.1% | +4.3% |
| 5Y | -33.8% | +106.3% | -140.1% | -27.1% |
| All | -20.1% | +223.3% | -243.4% | -0.6% |
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 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