+1,282.5%
TSEM vs CHD
+126.1%
+1,156.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | -4.9% | -4.5% | -0.4% | -4.8% |
| 30D | -18.7% | -6.7% | -12.0% | -18.7% |
| 3M | -18.1% | -2.7% | -15.4% | -18.2% |
| 6M | +77.1% | -4.9% | +82.0% | +77.2% |
| YTD | +80.1% | +13.3% | +66.8% | +77.4% |
| 1Y | +220.4% | +1.0% | +219.4% | +218.8% |
| 3Y | +650.1% | +1.3% | +648.7% | +636.5% |
| 5Y | +628.9% | +20.8% | +608.0% | +582.2% |
| All | +1,282.5% | +126.1% | +1,156.4% | +1,009.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling