+207.6%
TSEM vs CHD
+0.8%
+206.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -5.0% |
| 7D | +0.9% | -4.7% | +5.6% | -2.9% |
| 30D | -16.6% | -8.3% | -8.3% | -22.1% |
| 3M | -10.9% | -4.0% | -6.9% | -11.5% |
| 6M | +78.0% | -6.5% | +84.5% | +74.8% |
| YTD | +77.2% | +13.1% | +64.1% | +93.3% |
| 1Y | +207.6% | +2.3% | +205.2% | +220.5% |
| All | +207.6% | +0.8% | +206.7% | +220.5% |
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