-74.8%
TTD vs CTVA
+92.4%
-167.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.9% | +3.7% |
| 7D | +20.8% | -1.0% | +21.8% | +21.1% |
| 30D | +33.8% | -8.7% | +42.6% | +36.1% |
| 3M | +17.8% | +6.4% | +11.5% | +15.4% |
| 6M | -25.7% | -1.9% | -23.9% | -26.3% |
| YTD | -57.9% | +21.5% | -79.4% | -61.2% |
| 1Y | -63.8% | +24.3% | -88.1% | -66.9% |
| All | -74.8% | +92.4% | -167.2% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling