-80.9%
TTD vs CTVA
+103.5%
-184.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -4.6% | -5.8% | +1.2% | -2.3% |
| 30D | +3.7% | +11.1% | -7.4% | -0.6% |
| 3M | -30.2% | +13.2% | -43.4% | -34.2% |
| 6M | -51.4% | +8.7% | -60.1% | -53.7% |
| YTD | -63.4% | +27.3% | -90.7% | -67.9% |
| 1Y | -73.5% | +18.0% | -91.5% | -76.0% |
| 3Y | -83.5% | +76.5% | -159.9% | -88.0% |
| 5Y | -80.9% | +105.1% | -186.0% | -87.0% |
| All | -80.9% | +103.5% | -184.4% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling