-72.0%
TTD vs CTVA
+33.4%
-105.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +3.0% |
| 7D | +3.7% | +8.2% | -4.5% | +3.9% |
| 30D | +10.4% | -1.0% | +11.5% | +10.1% |
| 3M | -31.6% | +4.6% | -36.2% | -31.4% |
| 6M | -45.1% | +0.5% | -45.6% | -44.7% |
| YTD | -65.1% | +22.7% | -87.9% | -66.5% |
| 1Y | -72.0% | +32.0% | -104.0% | -74.4% |
| All | -72.0% | +33.4% | -105.4% | -74.4% |
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