+36.3%
TRV vs CTVA
+18.2%
+18.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +1.9% | -4.5% | +6.4% | +2.5% |
| 30D | +1.7% | +11.3% | -9.6% | +0.2% |
| 3M | +23.9% | +12.3% | +11.6% | +22.1% |
| 6M | +26.3% | +7.2% | +19.1% | +24.8% |
| YTD | +30.8% | +26.0% | +4.8% | +25.3% |
| 1Y | +36.3% | +16.0% | +20.3% | +31.6% |
| All | +36.3% | +18.2% | +18.1% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling