+224.3%
CTVA vs TSEM
+1,320.9%
-1,096.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -2.1% | +10.4% | -12.5% | -3.5% |
| 30D | +12.0% | -12.9% | +25.0% | +13.9% |
| 3M | +13.5% | -9.2% | +22.7% | +12.3% |
| 6M | +12.1% | +98.8% | -86.7% | -6.7% |
| YTD | +29.0% | +87.2% | -58.2% | +7.4% |
| 1Y | +18.9% | +239.0% | -220.1% | -14.4% |
| 3Y | +78.9% | +679.5% | -600.6% | +0.2% |
| 5Y | +105.2% | +667.3% | -562.0% | +8.3% |
| All | +224.3% | +1,320.9% | -1,096.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TSEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling