-63.4%
TTD vs CTVA
-4.9%
-58.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +1.2% |
| 7D | +21.3% | -20.8% | +42.0% | +22.6% |
| 30D | +28.7% | -29.6% | +58.4% | +29.5% |
| 3M | +7.7% | -16.9% | +24.6% | +9.5% |
| 6M | -23.5% | -24.3% | +0.8% | -22.7% |
| YTD | -58.7% | -5.6% | -53.1% | -60.0% |
| 1Y | -63.4% | -4.2% | -59.3% | -65.0% |
| All | -63.4% | -4.9% | -58.6% | -65.0% |
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