-18.4%
TTD vs CTVA
+197.7%
-216.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.9% | +3.8% |
| 7D | +20.8% | -1.0% | +21.8% | +21.5% |
| 30D | +33.8% | -8.7% | +42.6% | +39.6% |
| 3M | +17.8% | +6.4% | +11.5% | +12.4% |
| 6M | -25.7% | -1.9% | -23.9% | -26.9% |
| YTD | -57.9% | +21.5% | -79.4% | -63.6% |
| 1Y | -63.8% | +24.3% | -88.1% | -69.2% |
| 3Y | -75.0% | +91.8% | -166.9% | -84.2% |
| 5Y | -82.5% | +78.4% | -161.0% | -88.5% |
| All | -18.4% | +197.7% | -216.2% | -64.1% |
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