-26.3%
TTD vs CTVA
+223.3%
-249.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.9% |
| 7D | +6.3% | +4.9% | +1.4% | +3.7% |
| 30D | -23.9% | +11.9% | -35.8% | -28.2% |
| 3M | -31.4% | +13.7% | -45.1% | -36.4% |
| 6M | -42.7% | +13.1% | -55.8% | -47.3% |
| YTD | -62.0% | +32.0% | -93.9% | -68.1% |
| 1Y | -72.2% | +22.1% | -94.3% | -75.8% |
| 3Y | -81.9% | +77.5% | -159.4% | -87.7% |
| 5Y | -81.5% | +106.3% | -187.8% | -88.7% |
| All | -26.3% | +223.3% | -249.6% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling