-69.7%
TTD vs CTVA
+18.2%
-87.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | -7.4% | -4.7% | -2.8% | -7.6% |
| 30D | +3.0% | +11.1% | -8.1% | +3.8% |
| 3M | -27.6% | +13.7% | -41.3% | -26.0% |
| 6M | -49.5% | +11.2% | -60.7% | -48.8% |
| YTD | -63.2% | +26.9% | -90.1% | -63.2% |
| 1Y | -69.7% | +18.8% | -88.5% | -69.7% |
| All | -69.7% | +18.2% | -87.9% | -69.7% |
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