-72.2%
TTD vs CTVA
+22.4%
-94.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.4% |
| 7D | +6.3% | +4.9% | +1.4% | +6.5% |
| 30D | -23.9% | +11.9% | -35.8% | -23.6% |
| 3M | -31.4% | +13.7% | -45.1% | -30.5% |
| 6M | -42.7% | +13.1% | -55.8% | -42.0% |
| YTD | -62.0% | +32.0% | -93.9% | -62.3% |
| 1Y | -72.2% | +22.1% | -94.3% | -72.6% |
| All | -72.2% | +22.4% | -94.6% | -72.6% |
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