+1,219.5%
TSM vs CTVA
+223.3%
+996.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | +2.7% | +4.9% | -2.2% | +1.3% |
| 30D | +3.6% | +11.9% | -8.3% | +0.2% |
| 3M | -3.4% | +13.7% | -17.0% | -7.5% |
| 6M | +20.6% | +13.1% | +7.5% | +15.3% |
| YTD | +41.9% | +32.0% | +9.9% | +29.4% |
| 1Y | +84.4% | +22.1% | +62.3% | +71.2% |
| 3Y | +380.2% | +77.5% | +302.7% | +289.5% |
| 5Y | +275.3% | +106.3% | +169.0% | +183.8% |
| All | +1,219.5% | +223.3% | +996.2% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling