+1,216.8%
TSM vs CTVA
+210.9%
+1,005.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.6% | -4.7% | +7.3% | +4.0% |
| 30D | +1.4% | +11.1% | -9.7% | -1.7% |
| 3M | +5.0% | +13.7% | -8.8% | +0.4% |
| 6M | +24.0% | +11.2% | +12.7% | +19.0% |
| YTD | +41.6% | +26.9% | +14.7% | +30.5% |
| 1Y | +66.2% | +18.8% | +47.4% | +55.4% |
| 3Y | +398.2% | +75.9% | +322.3% | +304.2% |
| 5Y | +277.6% | +105.2% | +172.4% | +185.2% |
| All | +1,216.8% | +210.9% | +1,005.9% | +710.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling