+285.0%
TSM vs CTVA
+103.5%
+181.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +4.8% | -5.8% | +10.6% | +6.0% |
| 30D | +4.0% | +11.1% | -7.0% | +1.6% |
| 3M | +2.0% | +13.2% | -11.2% | -1.4% |
| 6M | +25.5% | +8.7% | +16.8% | +22.1% |
| YTD | +44.0% | +27.3% | +16.7% | +34.7% |
| 1Y | +75.4% | +18.0% | +57.4% | +66.6% |
| 3Y | +406.7% | +76.5% | +330.3% | +328.2% |
| 5Y | +285.0% | +105.1% | +179.9% | +200.9% |
| All | +285.0% | +103.5% | +181.5% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling