+127.9%
TT vs CVE
+142.8%
-14.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -2.0% | -16.1% | +14.1% | -0.5% |
| 30D | -14.0% | -10.4% | -3.6% | -13.2% |
| 3M | -15.9% | -2.4% | -13.5% | -15.9% |
| 6M | -17.3% | -4.4% | -12.9% | -17.4% |
| YTD | +4.0% | +64.9% | -61.0% | -2.9% |
| 1Y | -7.1% | +66.0% | -73.1% | -13.4% |
| 3Y | +90.2% | +57.7% | +32.6% | +74.8% |
| All | +127.9% | +142.8% | -14.9% | +103.5% |
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