-63.2%
SPCH vs TSEM
-46.0%
-17.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.7% | +1.2% | -3.0% |
| 7D | -13.4% | -23.1% | +9.7% | -0.8% |
| 30D | -39.6% | -40.4% | +0.7% | -22.4% |
| 3M | -1.4% | -37.9% | +36.5% | +23.0% |
| All | -63.2% | -46.0% | -17.1% | -58.3% |
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 · Available span rolling