+126.3%
TMO vs CTVA
+210.9%
-84.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.5% | -4.7% | +2.2% | -1.5% |
| 30D | -0.3% | +11.1% | -11.4% | -2.5% |
| 3M | +25.3% | +13.7% | +11.5% | +21.5% |
| 6M | +20.9% | +11.2% | +9.6% | +17.6% |
| YTD | +4.3% | +26.9% | -22.6% | -1.4% |
| 1Y | +27.0% | +18.8% | +8.2% | +21.4% |
| 3Y | +17.5% | +75.9% | -58.4% | +2.1% |
| 5Y | +6.9% | +105.2% | -98.3% | -10.3% |
| All | +126.3% | +210.9% | -84.6% | +66.5% |
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