-28.7%
TTD vs CTVA
+210.9%
-239.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -7.4% | -4.7% | -2.8% | -5.1% |
| 30D | +3.0% | +11.1% | -8.1% | -2.5% |
| 3M | -27.6% | +13.7% | -41.3% | -32.9% |
| 6M | -49.5% | +11.2% | -60.7% | -53.1% |
| YTD | -63.2% | +26.9% | -90.1% | -68.4% |
| 1Y | -69.7% | +18.8% | -88.5% | -73.3% |
| 3Y | -83.3% | +75.9% | -159.3% | -88.7% |
| 5Y | -80.8% | +105.2% | -186.0% | -88.2% |
| All | -28.7% | +210.9% | -239.6% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling