+137.3%
CTVA vs TSEM
+849.5%
-712.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.9% | +9.6% | +3.5% |
| 7D | -20.8% | +7.0% | -27.7% | -21.6% |
| 30D | -29.6% | -29.8% | +0.1% | -26.8% |
| 3M | -16.9% | -41.9% | +25.0% | -11.6% |
| 6M | -24.3% | -45.8% | +21.5% | -20.4% |
| YTD | -5.6% | +25.1% | -30.7% | -17.8% |
| 1Y | -4.2% | +48.2% | -52.4% | -19.9% |
| 3Y | +43.3% | +476.5% | -433.2% | -18.2% |
| 5Y | +35.7% | +301.4% | -265.7% | -17.2% |
| All | +137.3% | +849.5% | -712.3% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling