+786.5%
TSEM vs CHD
+196.1%
+590.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.4% | -6.9% |
| 7D | +7.0% | +3.6% | +3.3% | +7.0% |
| 30D | -29.8% | +10.4% | -40.2% | -29.7% |
| 3M | -41.9% | +12.2% | -54.1% | -41.9% |
| 6M | -45.8% | +19.9% | -65.7% | -45.9% |
| YTD | +25.1% | +36.4% | -11.3% | +23.2% |
| 1Y | +48.2% | +35.1% | +13.1% | +46.1% |
| 3Y | +476.5% | +29.2% | +447.3% | +460.8% |
| 5Y | +301.4% | +33.4% | +268.1% | +283.2% |
| All | +786.5% | +196.1% | +590.4% | +615.7% |
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