+129.1%
TT vs CVE
+72.1%
+57.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | -7.4% | +16.7% | -24.1% | -8.6% |
| 3M | -3.2% | +9.3% | -12.5% | -3.9% |
| 6M | +1.1% | +43.6% | -42.5% | -3.7% |
| YTD | +15.6% | +93.6% | -78.0% | +5.6% |
| 1Y | +9.2% | +98.8% | -89.6% | -1.0% |
| All | +129.1% | +72.1% | +57.0% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling