+216.7%
CTVA vs TSEM
+1,267.3%
-1,050.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -4.5% | -4.9% | +0.4% | -3.8% |
| 30D | +11.3% | -18.7% | +30.1% | +14.3% |
| 3M | +12.3% | -18.1% | +30.4% | +13.2% |
| 6M | +7.2% | +77.1% | -69.9% | -8.9% |
| YTD | +26.0% | +80.1% | -54.1% | +5.5% |
| 1Y | +16.0% | +220.4% | -204.4% | -15.6% |
| 3Y | +73.9% | +650.1% | -576.2% | -2.1% |
| 5Y | +103.8% | +628.9% | -525.1% | +8.6% |
| All | +216.7% | +1,267.3% | -1,050.6% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling