+4,703.6%
MCHP vs TSEM
+10.0%
+4,693.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.8% |
| 7D | +2.8% | +10.4% | -7.7% | +0.7% |
| 30D | -12.8% | -12.9% | +0.1% | -10.5% |
| 3M | -19.2% | -9.2% | -10.0% | -18.2% |
| 6M | +14.5% | +98.8% | -84.2% | -2.4% |
| YTD | +17.1% | +87.2% | -70.1% | +0.2% |
| 1Y | +15.3% | +239.0% | -223.6% | -12.8% |
| 3Y | +0.5% | +679.5% | -679.0% | -35.9% |
| 5Y | +6.1% | +667.3% | -661.2% | -32.6% |
| 10Y | +192.2% | +1,301.0% | -1,108.8% | +68.6% |
| All | +4,703.6% | +10.0% | +4,693.6% | +2,550.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling