+253.1%
TSEM vs CHD
+7.1%
+246.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.8% |
| 7D | +6.9% | -2.7% | +9.6% | +4.5% |
| 30D | +5.3% | -4.6% | +9.9% | +1.5% |
| 3M | -14.9% | +5.0% | -19.9% | -10.2% |
| 6M | +80.0% | -3.2% | +83.2% | +82.2% |
| YTD | +89.4% | +18.6% | +70.7% | +116.1% |
| 1Y | +253.1% | +4.8% | +248.3% | +276.0% |
| All | +253.1% | +7.1% | +246.0% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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