+48.2%
TSEM vs CHD
+33.5%
+14.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.4% | -5.5% |
| 7D | +7.0% | +3.6% | +3.3% | +10.8% |
| 30D | -29.8% | +10.4% | -40.2% | -21.4% |
| 3M | -41.9% | +12.2% | -54.1% | -34.1% |
| 6M | -45.8% | +19.9% | -65.7% | -33.3% |
| YTD | +25.1% | +36.4% | -11.3% | +67.8% |
| 1Y | +48.2% | +35.1% | +13.1% | +98.0% |
| All | +48.2% | +33.5% | +14.7% | +98.0% |
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