+17.1%
MCHP vs TSEM
+212.9%
-195.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | 0.0% | -4.9% | +4.9% | +1.5% |
| 30D | -6.0% | -18.7% | +12.7% | -0.7% |
| 3M | -19.7% | -18.1% | -1.6% | -15.9% |
| 6M | +14.0% | +77.1% | -63.1% | +1.6% |
| YTD | +18.4% | +80.1% | -61.7% | +2.6% |
| 1Y | +17.1% | +220.4% | -203.3% | -18.4% |
| All | +17.1% | +212.9% | -195.8% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling