+329.8%
TSM vs CAVA
+33.0%
+296.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.5% |
| 7D | +1.0% | -8.0% | +9.0% | +2.6% |
| 30D | +1.0% | -19.6% | +20.5% | +5.1% |
| 3M | +2.9% | -36.7% | +39.6% | +11.6% |
| 6M | +22.8% | -30.6% | +53.4% | +29.9% |
| YTD | +43.3% | -4.8% | +48.1% | +40.0% |
| 1Y | +69.2% | -13.1% | +82.3% | +67.8% |
| 3Y | +404.5% | +48.8% | +355.7% | +382.6% |
| All | +329.8% | +33.0% | +296.7% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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