+911.5%
TT vs CVE
+159.5%
+752.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | -7.4% | +16.7% | -24.1% | -9.6% |
| 3M | -3.2% | +9.3% | -12.5% | -4.9% |
| 6M | +1.1% | +43.6% | -42.5% | -5.2% |
| YTD | +15.6% | +93.6% | -78.0% | +3.3% |
| 1Y | +9.2% | +98.8% | -89.6% | -3.2% |
| 3Y | +124.4% | +73.6% | +50.8% | +99.8% |
| 5Y | +138.0% | +312.5% | -174.5% | +77.2% |
| All | +911.5% | +159.5% | +752.0% | +562.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling