+125.7%
TT vs CVE
+148.3%
-22.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.6% | -4.2% |
| 7D | -9.0% | -14.1% | +5.1% | -7.8% |
| 30D | -17.6% | -11.6% | -6.0% | -16.8% |
| 3M | -18.7% | 0.0% | -18.7% | -18.8% |
| 6M | -17.4% | -8.4% | -9.0% | -17.1% |
| YTD | +1.5% | +65.9% | -64.4% | -5.2% |
| 1Y | -9.4% | +69.4% | -78.8% | -15.7% |
| 3Y | +85.1% | +55.9% | +29.2% | +70.2% |
| 5Y | +125.7% | +146.2% | -20.4% | +99.4% |
| All | +125.7% | +148.3% | -22.6% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling