+105.9%
CTVA vs TSEM
+639.7%
-533.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -5.8% | +4.7% | -10.5% | -6.1% |
| 30D | +11.1% | -14.2% | +25.3% | +12.0% |
| 3M | +13.2% | -5.0% | +18.3% | +12.2% |
| 6M | +8.7% | +87.6% | -78.9% | -0.5% |
| YTD | +27.3% | +84.4% | -57.2% | +16.0% |
| 1Y | +18.0% | +235.4% | -217.4% | -0.7% |
| 3Y | +76.5% | +668.0% | -591.5% | +31.0% |
| All | +105.9% | +639.7% | -533.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling